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Ubunifu wa Kichujio cha ButterworthThe 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 Usanifu wa Kichujio cha ChebyshevThe 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)Factor-Augmented Vector 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 Ubunifu wa Vichujio vya FIRFinite 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. UnlikeMuundo wa Fourier Structural Vector Autoregression (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 Mfumo wa VAR wa FourierThe 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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Ubunifu wa Kichujio cha ButterworthUsanifu wa Kichujio cha ChebyshevFactor-Augmented Vector Autoregression (FAVAR)Ubunifu wa Vichujio vya FIRMuundo wa Fourier Structural Vector Autoregression (Fourier SVAR)Mfumo wa VAR wa FourierKielelezo cha Usahihishaji wa Hitilafu wa Vecta wa Fourier (Fourier VECM)VAR ya KimataifaUbunifu wa Vichujio vya Msukumo Usioisha (IIR)Kitendakazi cha Mwitikio wa Msukumo (IRF)Kipimo cha Uunganishaji wa Johansen na Kielelezo cha Mfumo wa Kurekebisha MakosaMakadirio ya KienyejiKipimo cha Usanifu wa Johansen kisicho na MstariMfumo wa Nonlinear Structural Vector Autoregression (NL-SVAR)Muundo wa VAR Usio na MstariModeli wa Kurekebisha Hitilafu wa Vecta Usio na Mstari (Nonlinear VECM)Mfumo wa Muundo wa Paneli wa Uhusiano wa Kiotomatiki wa Kiasi (Panel SVAR)Uchanganuzi wa Vector Autoregression wa Paneli (Panel VAR)VARX ya PaneliModeli wa Marekebisho ya Hitilafu ya Vekta kwa Data Jumuishi (Panel VECM)VAR ya Kiasi (Quantile VAR)Mchoro Imara wa Kujirejesha kwa Veta ya Kimuundo (Robust SVAR)Mfumo wa Modelu wa Vector Autoregression Imara (Robust VAR)Modeli wa Kurekebisha Hitilafu wa Kipeo Imara (Robust VECM)Jibu la Mfumo wa Chumba (RIR)Kipimo cha Ukoanifu wa Johansen chenye Kuvunjika kwa MuundoModel ya SVAR yenye Mabadiliko ya KimuundoMuundo wa Kielelezo cha Mapumziko ya Muundo (Structural Break VAR Model)Model ya Marekebisho ya Hitilafu ya Veta yenye Mabadiliko ya Kimuundo (SB-VECM)Urejeshaji wa Vekta wa Kimuundo (SVAR)Structural Vector Autoregression (SVAR)Threshold VAR (TVAR) na Smooth-Transition VAR (STVAR)Jopo la Kizingiti VARUshirikiano wa Johansen wenye Vigezo Vinavyobadilika kwa WakatiModeli ya Vigezo Vinavyobadilika kwa Wakati SVAR (TVP-SVAR)Mofumo wa Vigezo Unaobadilika kwa Wakati (TVP-VAR)VECM yenye Vigezo Vinavyobadilika kwa Wakati (TVP-VECM)VAR yenye Vigezo Vinavyobadilika kwa Wakati (TVP-VAR)Muundo wa Uhusiano wa Kiotomatiki wa Vecta (VAR)Kielelezo cha Usahihishaji Hitilafu cha Kivekta (VECM)Ubora wa Utegemezi wa Viga (VAR)Kielelezo cha Usahihishaji wa Hitilafu wa Kielekezi (VECM)