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Question
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...
mer än 6 år ago | 0 answers | 0
0
answersQuestion
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,...
mer än 8 år ago | 0 answers | 0
0
answersQuestion
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...
mer än 8 år ago | 0 answers | 0
0
answersQuestion
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...
mer än 8 år ago | 1 answer | 0
1
answerQuestion
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 ...
mer än 8 år ago | 1 answer | 0