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var — Vector autoregressive models

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 constraintsnologsuppressSURE iteration logiterate(#)set maximum number of iterations forSURE; default isiterate(1600)tolerance(#)set convergence tolerance ofSURE noisureuse one-stepSURE dfkmake 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 t

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 ...

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

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