পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| ইমপালস রেসপন্স ফাংশন (IRF)× | পূর্বাভাস ত্রুটি ভেদাঙ্ক বিভাজন (FEVD)× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model |
| উদ্ভবের বছর | 2005 | 2005 |
| প্রবর্তক | Helmut Lütkepohl | Helmut Lütkepohl |
| ধরন≠ | Post-estimation diagnostic | Multivariate time series analysis tool |
| মৌলিক উৎস | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. ISBN: 978-3-540-40172-8 | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. ISBN: 978-3-540-40172-8 |
| অপর নাম | IRF, Dynamic Multiplier, Shock Response Function, Etki Tepki Fonksiyonu | Variance Decomposition, Error Variance Decomposition, VD Analysis, Varyans Ayrıştırması |
| সম্পর্কিত | 3 | 3 |
| সারসংক্ষেপ≠ | The Impulse Response Function (IRF) traces the dynamic response of each variable in a Vector Autoregression (VAR) system to a one-unit shock in one of its error terms over a user-specified forecast horizon. It is the primary tool for structural analysis following VAR estimation and is widely used in macroeconomics, monetary economics, and finance to quantify how shocks propagate through interconnected time series systems. | Forecast Error Variance Decomposition (FEVD) is a multivariate time series technique used within Vector Autoregression (VAR) frameworks to quantify what proportion of the forecast error variance of each variable is attributable to shocks from every other variable in the system. It is widely used by econometricians, macroeconomists, and financial researchers to assess the relative importance of different structural disturbances in driving short-run and long-run fluctuations across interconnected economic series. |
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