Multivariate Time Series Modeling Using PROC VARMAX
Aktivitet: Tale eller præsentation - typer › Foredrag og mundtlige bidrag
Anders Milhøj - Foredragsholder
wo examples of Vector Autoregressive Moving Average modeling with exogenous variables are given in this presentation. Data is from the real world. One example is about a two-dimensional time series for wages and prices in Denmark that spans more than a hundred years. The other is about the market for agricultural products, especially eggs! These examples give a general overview of the many possibilities offered by PROC VARMAX, such as handling of seasonality, causality testing and Bayesian modeling, and so on.
24 mar. 2014
Begivenhed (Konference)
Titel | SAS Global Forum 2009 |
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Dato | 22/03/2009 → 25/03/2009 |
By | Washington, DC |
Land/Område | USA |
ID: 124493459