Kipimo cha Uhalisia wa Kimahesabu cha Toda-Yamamoto kisicho na Mstari
Kipimo cha uhalisia wa kimahesabu cha Toda-Yamamoto kisicho na mstari kinapanua utaratibu uliorekebishwa wa Wald wa Toda-Yamamoto (1995) ili kugundua uhusiano wa kisababishi ambao umefichwa katika wastani wa mfululizo lakini unajitokeza kupitia mienendo isiyo na mstari kama vile kutokuwa sawa, athari za kizingiti, au usambazaji wa tete. Kinarekebisha VAR iliyoongezwa kwenye mfululizo uliowekwa cheo au vinginevyo uliowekwa ramani kwa njia isiyo na mstari na kinatumia kipimo cha Wald cha chi-mraba kwenye mgawo wa ziada wa mchepeo.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250. DOI: 10.1016/0304-4076(94)01616-8 ↗
- Sims, C. A., Stock, J. H., & Watson, M. W. (1990). Inference in linear time series models with some unit roots. Econometrica, 58(1), 113-144. DOI: 10.2307/2938337 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 3). Nonlinear Toda-Yamamoto Granger Causality Test. ScholarGate. https://scholargate.app/sw/econometrics/nonlinear-toda-yamamoto-causality
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Kipimo cha ushirikiano (Johansen / Engle-Granger)Ekonometriki↔ compare
- Kipimo cha Granger CausalityEkonometriki↔ compare
- Kipimo cha Uhalali wa Granger kisicho na MstariEkonometriki↔ compare
- Kipimo cha Umuhimu cha Granger cha Toda-YamamotoEkonometriki↔ compare
- Muundo wa Uhusiano wa Kiotomatiki wa Vecta (VAR)Ekonometriki↔ compare
Umeona tatizo kwenye ukurasa huu? Ripoti au pendekeza marekebisho →