Aktivitet: Tale eller præsentation - typer › Foredrag og mundtlige bidrag
Beskrivelse
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.