Example: dental hygienist
Vector Autoregressive Models for Multivariate Time Series

Vector Autoregressive Models for Multivariate Time Series

Back to document page

tain assumptions about the causal structure of the data under investiga-tion are imposed, and the resulting causal impacts of unexpected shocks or ... 0 is the residual covariance matrix without a de-grees of freedom correction from a VAR(p)model,cTis a sequence indexed bythesamplesizeT,andϕ(n,p) is a penalty function which penalizes

  Structure, Covariance

Download Vector Autoregressive Models for Multivariate Time Series


Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Advertisement

Related search queries