Time Series Modelling using Proc Varmax

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedings

In this paper it will be demonstrated how various time series problems could be met using Proc Varmax. The procedure is rather new and hence new features like cointegration, testing for Granger causality are included, but it also means that more traditional ARIMA modelling as outlined by Box & Jenkins is performed in a more modern way using the computer resources which are now available
OriginalsprogEngelsk
TitelSymposium i anvendt statistik 2007
ForlagDanmarks Statistik
Publikationsdato2007
Sider85-93
ISBN (Trykt)97887501155939
StatusUdgivet - 2007
BegivenhedSymposium i anvendt statistik 2007 - Aarhus Universitet. Institut for Økonomi, Danmark
Varighed: 30 jan. 200731 jan. 2007
Konferencens nummer: 29

Konference

KonferenceSymposium i anvendt statistik 2007
Nummer29
LandDanmark
ByAarhus Universitet. Institut for Økonomi
Periode30/01/200731/01/2007

ID: 2288607