必应词典为您提供vector-autoregression-model的释义,网络释义: 向量自回归模型;向量自我回归模型;矢量回归模型;
A vector autoregression (VAR) model is a multivariate time series model containing a system of n equations of n distinct, stationary response variables as linear functions of lagged responses and other terms. VAR models are also characterized by their degree p; each equation in a VAR(p) model...
Regardless of syntax, the resulting VAR model is an object. Values of the object properties completely determine the structure of the VAR model. After creating a model, you can display it to verify its structure, and you can change parameter values by adjusting properties using dot notation (se...
Interactively fit several multivariate vector autoregression (VAR) models to data. Then, select an estimated model and export it to the command line for further analysis. Create Model Create and Adjust VAR Model Using Shorthand Syntax This example shows how to create a three-dimensional VAR(4) ...
xxl4tomxu98 / vector-autoregressive-model-wage-inflations Star 13 Code Issues Pull requests An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages like R sta...
向量自回归(The vector autoregression (VAR))模型是最成功、最灵活,也是最容易使用的多变量时间序列分析模型。VAR模型是变量自回归模型向动态多变量时间序列的推广。实践表明,VAR尤其在描述经济以及金融时间序列的动态行为以及预测更为有效。 VAR的主要用途:(1)描述经济以及金融序列的动态行为;(2)预测,其预测效果要好...
向量自回归(The vector autoregression (VAR))模型是最成功、最灵活,也是最容易使用的多变量时间序列分析模型。VAR模型是变量自回归模型向动态多变量时间序列的推广。实践表明,VAR尤其在描述经济以及金融时间序列的动态行为以及预测更为有效。 VAR的主要用途:(1)描述经济以及金融序列的动态行为;(2)预测,其预测效果要好...
An endogenous variable is a variable (generated by a statistical model), which is explained by the relationships between functions within the model. For example, the equilibrium price of a good in a supply and demand model is endogenous because it is set by a producer in response to consumer...
4.4 向量自回归模型(Vector Autoregression) 以上三个章节我们讨论的都是单变量问题,现实世界往往更为复杂,这时我们将把AR模型从单变量拓展到多变量,多变量模型的特点是存在几组并行的时间序列,并且这些时间之间互相影响。 本章讨论的模型就叫做向量自回归模型(VAR),考虑一个三组并行时间序列数据的场景,在二阶的条件...
网络结构向量自我回归模型 网络释义 1. 结构向量自我回归模型 ...研究信用管道在我国经济体系中所扮演角色时,我们采用结构向量自我回归模型(Structural Vector Autoregression Model) , … nccuir.lib.nccu.edu.tw|基于3个网页