Multivariata tidsserier
42 metoder i denna familj.
I urval
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 ChebyshevfilterdesignThe 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)Faktoraugmenterad vektorautoregression (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 av FIR-filterFinite 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-modell (Fourier Structural Vector Autoregression)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-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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Det här ämnets mest refererade grundläggande metoder, i den ordning de utvecklades — en bra startpunkt om du är ny här.
Alla metoder 42
Butterworth-filterdesignChebyshevfilterdesignFaktoraugmenterad vektorautoregression (FAVAR)Design av FIR-filterFourier SVAR-modell (Fourier Structural Vector Autoregression)Fourier VAR-modellFouriers Vektor Felkorrigeringsmodell (Fourier VECM)Global VARDesign av IIR-filterImpulsresponsfuktion (IRF)Johansen-test för kointegration och vektorsfelkorrigeringsmodellLokala projektionerIcke-linjär Johansen-kointegrationstestIcke-linjär strukturell vektorautoregressionsmodell (NL-SVAR)Icke-linjärt VAR-modellIcke-linjär VECM (Nonlinear VECM)Panel SVAR-modell (Panel Structural Vector Autoregression)Panel VAR (Panel Vector Autoregression)Panel VARXPanel VECM (Panel Vector Error Correction Model)Kvantil-VARRobust SVAR-modell (Robust SVAR)Robust Vektor Autoregression (Robust VAR) ModellRobust vektorfelkorrektionsmodell (Robust VECM)RumsimpulssvarJohansen-test för strukturella brottStrukturell break SVAR-modellStrukturell brott VAR-modellVektorfelkorrigeringsmodell med strukturella brott (SB-VECM)Strukturell vektorautoregression (SVAR)Strukturell vektorautoregression (SVAR)Tröskel- och glidande övergångs-VAR (TVAR / STVAR)Threshold Panel VARTidsvarierande parameter Johansen-kointegrationTidsvarierande parameter SVAR-modell (TVP-SVAR)Tidsvarierande parameter VAR-modell (TVP-VAR)Tidsvarierande parameter VECM (TVP-VECM)Tidsvarierande Parameter VAR (TVP-VAR)Vektorautoregressionsmodell (VAR)Vektorfelkorrigeringsmodell (VECM)Vektorautoregression (VAR)Vektorfelkorrigeringsmodell (VECM)