Vector-error correction (VEC) models, or cointegrated VAR models, address nonstationarity in multivariate time series resulting from co-movements of multiple response series. For an example of an analysis using VEC modeling tools, see Model the United States Economy....
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 , copy, or use it.word documentsThe...
Zhong,M.S.Vector Error-Correction Models in a consumer packaged goods category forecasting decision support system. JOURNAL OF COMPUTER INFORMATION SYSTEMS . 2005Zhong, M., Klein, G., Pick, R. A., & Jiang, J. J. (2005). Vector error-correction models in a consumer packaged goods category...
Zhong,M.S.Vector Error-Correction Models in a consumer packaged goods category forecasting decision support system. JOURNAL OF COMPUTER INFORMATION SYSTEMS . 2005Zhong, M., Klein, G., Pick, R. A., & Jiang, J. J. (2005). Vector error-correction models in a consumer packaged goods category...
1.Testing for Two Classes of Nonlinear Adjustments in Vector Error Correction Models;向量误差修正模型中两类非线性调节检验研究 2.VECM of FDI and Chinese Foreign Trade;FDI与中国对外贸易的向量误差修正模型 3.Bootstrap Sup W Testing for Existence of Nonlinear Cointegration in Smooth Transition Vector Err...
It also address practical applications for business intelligence technologies, such as macroeconomics, credit risk management, credit scoring, financial analysis computations, stock market prediction, and vector error correction models. Business intelligence in economic forecasting; technologies and techniques ...
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...
ERROR-CORRECTION FACTOR MODELS FOR HIGH-DIMENSIONAL COINTEGRATED TIME SERIES Cointegration inferences often rely on a correct specification for the short-run dynamic vector autoregression. However, this specification is unknown, a p... Y Tu,Q Yao,R Zhang - 《Statistica Sinica》 被引量: 0发表: 20...
Autocorrelation based Tests for Vector Error Correction Models with Uncorrelated but nonindependent Errors, Lille: EQUIPPE-GREMARS, UFR MSES, Universit´e ... H Raissi - 《Test》 被引量: 13发表: 2009年 Autocorrelation-based tests for vector error correction models with uncorrelated but nonindepend...
(2002), Smooth transition vector error correction models for the spot prices of coffee, Applied Economic Letters, 9, pp. 925-928.Milas, C., Otero, J., 2002. Smooth transition vector error correction models for the spot prices of coffee. Appl. Econ. Lett. 9(14), 925-928....