多元时间序列
42 种方法属于此方法族。
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Butterworth 滤波器设计The 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 切比雪夫滤波器设计The 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)因子增广向量自回归模型 (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 有限脉冲响应 (FIR) 滤波器Finite 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. Unlike傅里叶结构向量自回归 (Fourier SVAR) 模型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 傅里叶向量自回归模型The 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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全部方法 42
Butterworth 滤波器设计切比雪夫滤波器设计因子增广向量自回归模型 (FAVAR)有限脉冲响应 (FIR) 滤波器傅里叶结构向量自回归 (Fourier SVAR) 模型傅里叶向量自回归模型傅里叶向量误差修正模型 (Fourier VECM)全球向量自回归模型IIR滤波器设计脉冲响应函数 (IRF)Johansen协整检验与向量误差修正模型局部投影非线性 Johansen 协整检验非线性结构向量自回归（NL-SVAR）模型非线性向量自回归模型非线性向量误差修正模型（非线性VECM）面板结构向量自回归 (Panel SVAR) 模型面板向量自回归模型 (Panel VAR)面板VARX模型面板向量误差修正模型 (Panel VECM)Quantile VAR稳健结构向量自回归 (Robust SVAR) 模型稳健向量自回归（Robust VAR）模型鲁棒向量纠错模型 (Robust VECM)房间冲激响应结构性断点 Johansen 协整检验结构性断裂向量自回归模型结构性断点向量自回归模型含结构性断点的向量误差修正模型 (SB-VECM)结构向量自回归 (SVAR)结构向量自回归 (SVAR)门限向量自回归（TVAR）和光滑转换向量自回归（STVAR）门限面板向量自回归模型时变参数 Johansen 协整时变参数结构向量自回归模型 (TVP-SVAR)时变参数向量自回归模型 (TVP-VAR)时变参数向量误差修正模型 (TVP-VECM)时变参数向量自回归 (TVP-VAR)向量自回归 (VAR) 模型向量误差修正模型 (VECM)向量自回归 (VAR)向量误差修正模型 (VECM)