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vector autoregressive model

См. также в других словарях:

  • Autoregressive moving average model — In statistics, autoregressive moving average (ARMA) models, sometimes called Box Jenkins models after the iterative Box Jenkins methodology usually used to estimate them, are typically applied to time series data.Given a time series of data X t …   Wikipedia

  • SETAR (model) — In statistics, Self Exciting Thereshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a regime… …   Wikipedia

  • STAR model — In statistics, Smooth Transition Autoregressive (STAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a smooth… …   Wikipedia

  • Economic model — A diagram of the IS/LM model In economics, a model is a theoretical construct that represents economic processes by a set of variables and a set of logical and/or quantitative relationships between them. The economic model is a simplified… …   Wikipedia

  • VAR — vector autoregressive [model algorithm]; veno arteriolar reflex; visual auditory range * * * Var vär n a vaccine that protects against chicken pox see varivax …   Medical dictionary

  • VAR — • vector autoregressive [model algorithm]; • veno arteriolar reflex; • visual auditory range …   Dictionary of medical acronyms & abbreviations

  • Time series — Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at …   Wikipedia

  • Predictive analytics — encompasses a variety of techniques from statistics and data mining that analyze current and historical data to make predictions about future events. Such predictions rarely take the form of absolute statements, and are more likely to be… …   Wikipedia

  • Wold's theorem — This article is about the theorem as used in time series analysis. For an abstract mathematical statement, see Wold decomposition. In statistics, Wold s decomposition or the Wold representation theorem (not to be confused with the Wold theorem… …   Wikipedia

  • Søren Johansen — (* 6. November 1939 in Hellerup) ist ein dänischer Statistiker und Wirtschaftswissenschaftler. Inhaltsverzeichnis 1 Leben und Wirken 2 Auszeichnungen 3 Mitgliedschaften …   Deutsch Wikipedia

  • Mathematical economics — Economics …   Wikipedia

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