[下载]新加坡国立大学Time Series Analysis 课件下载 by Tilak Abeysinghe [推广有奖]

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quietchanging 发表于 2009-2-24 14:02:00 |AI写论文

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名称：新加坡国立大学Time Series Analysis 课件 by Tilak Abeysinghe
大小：450 KB
格式：word&pdf
目录：Univariate Time Series
         -          Stationary time series
                     AR, MA, ARMA models
         -          Non-stationary time series
                     ARIMA models
                     Deterministic trend Vs Stochastic trend
                     Unit root tests
                     Seasonal models

         II.       Single Equation Regression Models
         -          Transfer Functions
                     Intervention Models
         -          Cointegration and Error Correction Models
         -          GARCH models

      III.       Vector Time Series
         -          VARMA, VAR, VARX models
         -          Vector ECM – Johansen approach
         -          Sims-Stock-Watson approach
         -          Grangers Causality
         -          Impulse response analysis
         -          Variance decomposition analysis
         -          Structural VAR models
         -          Multivariate GARCH models
      IV.       Basics of Structural Time Series Models and Spectral Analysis

[此贴子已经被作者于2009-2-24 14:08:40编辑过]