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how find t.student of transition matrix in ssm model
hi everybody, I estimated a ssm model .now I want to know more about state transition element statistics like,std.deviation an...
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granger vausality test in multivarate time series
hi, i have a multivarie time series and i want to find granger causality,all variables are I(0), i have 3 questions , 1)there ...
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ADF test in 3 different model variant (AR,ARD,TS) simultaneously
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how to write an arima model loop
Hi,i want to solve a arima model for a 3 differents lags(1,12,30) ,for all maturities( columns) and extract its coefficient fo...
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maximise a function and find paramete
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xtixks in 2d plot
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How draw 3d plot with 3 different matix size
Hi everybody. I hav a time series,from 1990 up To 2020 yearly ,and i have a 13 different maturity . There is yiels matrix,which ...
5 years ago | 1 answer | 0
