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var — Vector autoregressive models

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Vector autoregressive modelsSyntaxMenuDescriptionOptionsRemark s and examplesStored resultsMethods and formulasAcknowledgmentReferencesAlso seeSyntaxvardepvarlist[if] [in] [,options]optionsDescriptionModelnoconst antsuppress constant termlags(numlist)use lagsnumlistin theVARexog(varlist)use exogenous variablesvarlistModel 2constraints(numlist)apply specified linear constraintsnologsuppressSUREiteration logiterate(#)set maximum number of iterations forSURE; default isiterate(1600)tolerance(#)set convergence tolerance ofSUREnoisureuse one-stepSUREdfkmake small-sample degrees-of-freedom adjustmentsmallreport small-sampletandFstatisticsnobigfdo not compute parameter Vector for coefficients implicitlyset to zeroReportinglevel(#)set confidence level; default islevel(95)lutstatsreport L utkepohl lag-order selection statisticsnocnsreportdo not display constraintsdisplayoptionscontrol column formats, row spacing, and line widthcoeflegenddisplay legend instead of statisticsYou musttssetyour data before usingvar; see [TS] contain tim

nobigf do not compute parameter vector for coefficients implicitly set to zero Reporting level(#) set confidence level; default is level(95) lutstats report Lutkepohl lag-order selection statistics¨ nocnsreport do not display constraints display options control column formats, row spacing, and line width coeflegend display legend instead of ...

  Model, Control, Vector, Parameters, Autoregressive, Var vector autoregressive models, Parameter vector

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