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楼主: 云浪轩
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请问,何为动态模型? |
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大专生 6%
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回帖推荐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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