文档标签: a vector error-correction forecasting model of the us一种矢量误差修正预测模型 系统标签: forecasting correction vector model error 矢量 WORKINGPAPERSERIESAVectorError-CorrectionForecastingModeloftheU.S.Economy.RichardG.Anderson,DennisHoffmanandRobertH.RascheWorkingPaper1998-008Chttp://research.st...
This work proposes a vector error correction model of seven economic variables in the U.S.: real GDP, GDP deflator inflation rate, nominal federal funds rate, nominal yield on 10-year government bonds, real cyclically adjusted budget balance, real potential output, and imported oil price. The ...
Quick RatioDebt to EquityDebt to AssetsThe aim of the research was to examine the short-run and long-run causality between solvency and liquidity in case of Oil and Gas Development Company Limited (OTahir SaeedSocial ence Electronic Publishing...
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. ...
Vector Error Correction Model (VECM) is a classic method to analyse cointegration relationships amongst multivariate non-stationary time series. In this paper, we focus on high dimensional setting and seek for sample-size-efficient methodology to determine the level of cointegration. Our investigation ...
This MATLAB function returns a numeric array containing paths of minimum mean squared error (MMSE) multivariate response forecasts Y over a length numperiods forecast horizon, using the fully specified VEC(p – 1) model Mdl.
Infer vector error-correction (VEC) model innovations collapse all in page Syntax E = infer(Mdl,Y) Tbl2 = infer(Mdl,Tbl1) ___= infer(___,Name,Value) [___,logL] = infer(___) Description E= infer(Mdl,Y)returns a numeric arrayEcontaining the series of multivariate inferred innovatio...
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...
Fit several completing vector error-correction (VEC) models, and choose the one with the best, parsimonious fit. Diagnose each residual series. Export the chosen model to the command line. At the command line, the example uses the model to generate forecasts.The...
(2011) Forecasting construction demand: a vector error correction model with dummy variables. Construction Management and Economics, 29(9), 969-79.Jiang H, Liu C. 2011. Forecasting construction demand: a vector error correction model with dummy variables. Constr Manage Econ. 22(9):969-979....