Time Series Modelling using Proc Varmax

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskning

Standard

Time Series Modelling using Proc Varmax. / Milhøj, Anders.

Symposium i anvendt statistik 2007. Danmarks Statistik, 2007. s. 85-93.

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskning

Harvard

Milhøj, A 2007, Time Series Modelling using Proc Varmax. i Symposium i anvendt statistik 2007. Danmarks Statistik, s. 85-93, Symposium i anvendt statistik 2007, Aarhus Universitet. Institut for Økonomi, Danmark, 30/01/2007.

APA

Milhøj, A. (2007). Time Series Modelling using Proc Varmax. I Symposium i anvendt statistik 2007 (s. 85-93). Danmarks Statistik.

Vancouver

Milhøj A. Time Series Modelling using Proc Varmax. I Symposium i anvendt statistik 2007. Danmarks Statistik. 2007. s. 85-93

Author

Milhøj, Anders. / Time Series Modelling using Proc Varmax. Symposium i anvendt statistik 2007. Danmarks Statistik, 2007. s. 85-93

Bibtex

@inproceedings{40f94240c2a211dcbee902004c4f4f50,
title = "Time Series Modelling using Proc Varmax",
abstract = "In this paper it will be demonstrated how various time series problems could be met using Proc Varmax. The procedure is rather new and hence new features like cointegration, testing for Granger causality are included, but it also means that more traditional ARIMA modelling as outlined by Box & Jenkins is performed in a more modern way using the computer resources which are now available",
author = "Anders Milh{\o}j",
year = "2007",
language = "English",
isbn = "97887501155939",
pages = "85--93",
booktitle = "Symposium i anvendt statistik 2007",
publisher = "Danmarks Statistik",

}

RIS

TY - GEN

T1 - Time Series Modelling using Proc Varmax

AU - Milhøj, Anders

PY - 2007

Y1 - 2007

N2 - In this paper it will be demonstrated how various time series problems could be met using Proc Varmax. The procedure is rather new and hence new features like cointegration, testing for Granger causality are included, but it also means that more traditional ARIMA modelling as outlined by Box & Jenkins is performed in a more modern way using the computer resources which are now available

AB - In this paper it will be demonstrated how various time series problems could be met using Proc Varmax. The procedure is rather new and hence new features like cointegration, testing for Granger causality are included, but it also means that more traditional ARIMA modelling as outlined by Box & Jenkins is performed in a more modern way using the computer resources which are now available

M3 - Article in proceedings

SN - 97887501155939

SP - 85

EP - 93

BT - Symposium i anvendt statistik 2007

PB - Danmarks Statistik

ER -

ID: 2288607