(2015), Vector error correction model in explaining the association of some macroeconomic variables in Romania. Procedia Economics and Finance, 22, 568-576.Andrei, D. M., & Andrei, L. C. (2015). Vector error correction model in explaining the association of some macroeconomic variables in ...
主要运用了向量误差修正模型(vector error correction model)以及协整检验方法,得到结论,在Nasdaq股市大跳水之后的时期,三种 …cdmd.cnki.com.cn|基于13个网页 2. 矢量误差修正模型 Error correction code_翻译 ... 矢量误差修正模型: Vector error correction model 修形: profile correction ... www.lw23.com|基...
Klein, R.A. Pick and J.J. Jiang, “Vector Error-Correction Models in a Consumer Packaged Goods Category Forecasting Decision Support System”, J Comput Inform Syst Fall 2005, 25-34.Zhong, M., G. Klein, R. Pick, J. Jiang (2005), "Vector error-correction models in a consumer packaged...
Klein, R.A. Pick and J.J. Jiang, “Vector Error-Correction Models in a Consumer Packaged Goods Category Forecasting Decision Support System”, J Comput Inform Syst Fall 2005, 25-34.Zhong, M., G. Klein, R. Pick, J. Jiang (2005), "Vector error-correction models in a consumer packaged...
向量errorcorrectionvector误差models Vector Error Correction Models Johansen FIML Approach This word document was downloaded from the website: http://.wordwendang/en/ (http:\/\/.wordwendang\/en\/), please remain this link information when you reproduce , cop...
Infer vector error-correction (VEC) model innovations collapse all in pageSyntax E = infer(Mdl,Y) Tbl2 = infer(Mdl,Tbl1) ___ = infer(___,Name,Value) [___,logL] = infer(___)Description E = infer(Mdl,Y) returns a numeric array E containing the series of multivariate inferred inn...
On the Econometric Modeler tab, in the Tests section, click New Test > Phillips-Perron Test. On the PP tab, in the Parameters section, in the Number of Lags box, type 1, and in the Model list select Autoregressive with Drift. In the Tests section, click Run Test. Test results for t...
Forecast vector error-correction (VEC) model responses collapse all in pageSyntax Y = forecast(Mdl,numperiods,Y0) Y = forecast(Mdl,numperiods,Y0,Name=Value) [Y,YMSE] = forecast(___) Tbl2 = forecast(Mdl,numperiods,Tbl1) Tbl2 = forecast(Mdl,numperiods,Tbl1,Name=Value) [Tbl2,YMSE]...
R Brüggemann,H Lütkepohl,P Saikkonen 摘要: In applied time series analysis, checking for autocorrelation in a fitted model is a routine diagnostic tool. Therefore it is useful to know the asymptotic and small sample properties of the standard tests for the case when some of the variables ...
Convert vector error-correction (VEC) model to vector autoregression (VAR) model collapse all in page Syntax VARMdl = varm(Mdl) Description VARMdl= varm(Mdl)converts the VEC(p– 1) modelMdlto its equivalent VAR(p) model representationVARMdl. ...