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Brandt, Patrick T./ Williams, John T. 作者

Sage Pubns

譯者

2006-11 出版日期

120 頁數

$ 21.41 價格

Pap

叢書系列

9781412906562 圖書編碼

Multiple Time Series Models 在線電子書圖書標籤: 時間序列統計學數據分析

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Multiple Time Series Models 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Multiple Time Series Models 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Multiple Time Series Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Multiple Time Series Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Multiple Time Series Models 在線電子書圖書描述

Many analyses of time series data involve multiple, related variables. "Modeling Multiple Time Series" presents many specification choices and special challenges. This book reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. The text focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. Specification, estimation, and inference using these models is discussed. The authors also review arguments for and against using multi-equation time series models. Two complete, worked examples show how VAR models can be employed. An appendix discusses software that can be used for multiple time series models and software code for replicating the examples is available. Key Features: Offers a detailed comparison of different time series methods and approaches. Includes a self-contained introduction to vector autoregression modeling. Situates multiple time series modeling as a natural extension of commonly taught statistical models.

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