Multivariate tidsserier
42 metoder i denne familie.
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Butterworth-filterdesignThe Butterworth filter is a type of signal processing filter designed to have the flattest possible frequency response in the passband while rolling off toward the stopband with a Chebyshev Filter DesignThe Chebyshev filter is a signal processing filter that achieves a sharper cutoff frequency response than Butterworth filters by allowing controlled ripple in the passband (Type I)Faktor-augmenteret vektorautoregressionsmodel (FAVAR)FAVAR is a multivariate time-series model that first compresses information from a very large set of variables into a few common factors, then includes those factors alongside the Design af FIR-filtreFinite Impulse Response (FIR) filters are digital filters with an impulse response that settles to zero in finite time, making them fundamentally stable and easy to analyze. UnlikeFourier Strukturel Vektor Autoregressionsmodel (Fourier SVAR)The Fourier SVAR model integrates Fourier series approximations into the structural VAR framework, allowing the model to capture smooth, gradual structural breaks and time-varying Fourier VAR-modelThe Fourier VAR model extends the standard Vector Autoregression by replacing fixed deterministic terms with Fourier trigonometric components, allowing the intercept (and optionall
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Alle metoder 42
Butterworth-filterdesignChebyshev Filter DesignFaktor-augmenteret vektorautoregressionsmodel (FAVAR)Design af FIR-filtreFourier Strukturel Vektor Autoregressionsmodel (Fourier SVAR)Fourier VAR-modelFourier VECM (Fourier VECM)Global VARIIR Filter DesignImpulsresponsfunktion (IRF)Johansens kointegrationstest og vektorfejlkorrektionsmodelLokale projektionerIkke-lineær Johansen-kointegrationstestNonlineær Strukturel Vektor Autoregression (NL-SVAR) ModelNonlineær VAR-modelIkke-lineær Vektor Fejlkorrektionsmodel (Nonlinear VECM)Panel SVAR modelPanel Vector Autoregression (Panel VAR)Panel VARXPanel VECM (Panel Vector Error Correction Model)Quantile VARRobust Strukturel Vektor Autoregression (Robust SVAR) ModelRobust vektorautoregression (Robust VAR) modelRobust Vector Error Correction Model (Robust VECM)RumimpulsresponsJohansen-test for strukturelle brud i kointegrationStrukturel brud SVAR-modelVAR-model med strukturelle brudVektorfejlkorrektionsmodel med strukturelle brud (SB-VECM)Strukturel Vektor Autoregression (SVAR)Strukturel Vektor Autoregression (SVAR)Tærskel- og jævn-overgangs VAR (TVAR / STVAR)Tærskel Panel VARTidsvarierende parameter Johansen kointegrationTidsvarierende Parameter SVAR-model (TVP-SVAR)Tidsvarierende parameter VAR-model (TVP-VAR)Tidsvarierende Parameter VECM (TVP-VECM)Tidsvarierende Parameter VAR (TVP-VAR)Vektor Autoregression (VAR) ModelVektor fejlkorrektionsmodel (VECM)Vektorautoregression (VAR)Vektorfejlkorrektionsmodel (VECM)