Oli

2016 年からアクティブ

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質問

Why does the 1 standard deviation shock induced by fct(ARMAIRF) deviate substantially from the standard deviation of the original time series?
Hi all, I am fitting an ARMA model based on 3 time series and want to shock each variable subsequently by a 1 standard deviati...

6年以上前 | 0 件の回答 | 0

回答

質問

Restrictions on coefficients for estimate() function
Hi all, I would like to impose coefficient constraints for following state space model (contains 3 NaN's) Mdl = ssm(A,B,C,...

8年以上前 | 0 件の回答 | 0

回答

質問

Run estimate(Mdl,y) with constraints on coefficients of ssm(A,B,C,D) model
Hi all, I would like to run following function to estimate the coefficients for an ssm model: EstMdl = estimate(Mdl,y,'nam...

8年以上前 | 0 件の回答 | 0

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質問

Multivariate Regression with coeffcients constrained to lie on a k polynom
I would like to run a regression of age cohorts in % (x1,x2,x3) on the a return level (20yr time series), including a control va...

8年以上前 | 1 件の回答 | 0

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質問

Loading CSV file (date column A, identifier row, rest data)
I want to Import the attached csv with following Code: >> d = dbload('data_US.csv'); If I then check for the variable d, it ...

8年以上前 | 1 件の回答 | 0

回答

Thankful Level 1