Time Series Modelling using Proc Varmax
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Time Series Modelling using Proc Varmax. / Milhøj, Anders.
Symposium i anvendt statistik 2007. Danmarks Statistik, 2007. p. 85-93.Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research
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TY - GEN
T1 - Time Series Modelling using Proc Varmax
AU - Milhøj, Anders
N1 - Conference code: 29
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
Y2 - 30 January 2007 through 31 January 2007
ER -
ID: 2288607