楼主: 云浪轩
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请问,何为动态模型? [推广有奖]

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云浪轩 发表于 2008-1-5 13:15:00 |AI写论文

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关键词:动态模型 时间序列模型 蛛网模型 时间序列 动态模型

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ecq06xz 发表于3楼  查看完整内容

Basically, a Dynamic models  involves some thing like lagged variables.e.g: Y(t)-Y(t-1)=b[Y'(t)-Y(t-1)]+v(t), v(t) is the error term at time t and it's i.i.d and E(v)=0.The Equation above illustrates that, the changes in the value of Y from the t-1 time point to the time point of t is propertional to the difference between any gap which has opened up between the target value, Y'(t), and the o ...

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沙发
自然辩证法 发表于 2008-1-7 02:34:00

藤椅
ecq06xz 发表于 2008-1-7 07:39:00

Basically, a Dynamic models  involves some thing like lagged variables.

e.g: Y(t)-Y(t-1)=b[Y'(t)-Y(t-1)]+v(t), v(t) is the error term at time t and it's i.i.d and E(v)=0.

The Equation above illustrates that, the changes in the value of Y from the t-1 time point to the time point of t is propertional to the difference between any gap which has opened up between the target value, Y'(t), and the opening period value Y(t-1).

The closer b is to 1, the quicker is this adjustment.

I could remind you that, Dynamic Models always deal with the changes in the value of a certain variable. If you keep this meaning in your mind, it would be easy to understande the Dynamic Models. However, the example given above is the simplest case, which called the Dynamic Bivariate Models, if you are very interested in this kind of time series analysis, you'd better to have an extending reading, namely, the Dynamic Multivariate Models, something like the Vector Autoregression Model, or VAR for short.

Ok, good luck and happy new year~   

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板凳
云浪轩 发表于 2008-1-21 19:40:00
   看不懂英文啊,有谁能用汉语简译一下,太谢谢了.

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