Multivariate Zeitreihen
42 Methoden in dieser Familie.
Ausgewählt
Butterworth-Filter-DesignThe 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-augmentierte Vektor-Autoregression (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 Entwurf von FIR-FilternFinite 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 SVAR (Fourier Structural Vector Autoregression) ModellThe 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-ModellThe 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 Methoden 42
Butterworth-Filter-DesignChebyshev-Filter-DesignFaktor-augmentierte Vektor-Autoregression (FAVAR)Entwurf von FIR-FilternFourier SVAR (Fourier Structural Vector Autoregression) ModellFourier VAR-ModellFourier VECM (Fourier Vektor-Fehlerkorrekturmodell)Global VARIIR-FilterentwurfImpulse Response FunctionJohansen Kointegrationstest und VektorfehlerkorrekturmodellLokale ProjektionenNichtlineare Johansen-KointegrationstestNichtlineares Strukturelles Vektorautoregressionsmodell (NL-SVAR)Nichtlineares VAR-ModellNichtlineares Vektor-Fehlerkorrekturmodell (Nonlinear VECM)Panel Structural Vector Autoregression (Panel SVAR) ModellPanel Vector Autoregression (Panel VAR)Panel VARXPanel Vector Error Correction Model (Panel VECM)Quantils-VARRobust Structural Vector Autoregression (Robust SVAR) ModellRobust Vector Autoregression (Robust VAR) ModellRobustes Vektor-Fehlerkorrekturmodell (Robuster VECM)RaumimpulsantwortStrukturbruch-Johansen-KointegrationstestStrukturelles VAR-Modell mit StrukturbrüchenStrukturelles Bruch-VAR-ModellVektorfehlerkorrekturmodell mit strukturellen Brüchen (SB-VECM)Strukturelle Vektorautoregression (SVAR)Strukturelle Vektorautoregression (SVAR)Schwellenwert- und gleitende Übergangs-VAR (TVAR / STVAR)Schwellen-Panel-VARZeitvariierende Parameter Johansen-KointegrationZeitvariantes Parameter-SVAR-Modell (TVP-SVAR)Zeitvariantes Parameter-VAR-Modell (TVP-VAR)Zeitvariierende Parameter VECM (TVP-VECM)Zeitvariante Parameter VAR (TVP-VAR)Vektorautoregressionsmodell (VAR)Vektor-Fehlerkorrekturmodell (VECM)Vektorautoregression (VAR)Vektor-Fehlerkorrekturmodell (VECM)