相關主題
商品描述
Preface.- Software Installation.- Stationarity, VARMA and ARIMA Models.- VARMAX and Transfer Function Models.- Unobserved Components in Univariate Series.- Spectral Analysis.- Computing Echelon Forms by Polynomial Methods.- Multivariate Structural Models.- Cointegrated VARMA Models.- Simulation of Common Univariate and Multivariate Models.- The State Space Model.- SSMMATLAB Examples by Subject.- Author Index.- Subject Index.
商品描述(中文翻譯)
前言.- 軟體安裝.- 平穩性、VARMA 和 ARIMA 模型.- VARMAX 和傳遞函數模型.- 單變量序列中的未觀察成分.- 頻譜分析.- 通過多項式方法計算階梯形式.- 多變量結構模型.- 協整的 VARMA 模型.- 常見單變量和多變量模型的模擬.- 狀態空間模型.- SSMMATLAB 主題範例.- 作者索引.- 主題索引.
作者簡介
Dr. Víctor Gómez is a statistician and technical advisor at the Spanish Ministry of Finance and Public Administrations in Madrid. His work involves statistical, econometric and, above all, time series analysis of macroeconomic data, mostly in connection with short-term economic analysis. More recently, he has focused on research in the field of time series analysis and the development of software for time series analysis. He has also taught numerous courses on time series analysis and related topics such as short-term forecasting, seasonal adjustment methods and time series filtering.
作者簡介(中文翻譯)
Víctor Gómez 博士 是西班牙馬德里財政與公共行政部的統計學家和技術顧問。他的工作涉及宏觀經濟數據的統計、計量經濟學，尤其是時間序列分析，主要與短期經濟分析相關。最近，他專注於時間序列分析領域的研究以及時間序列分析軟體的開發。他還教授了多門有關時間序列分析及相關主題的課程，例如短期預測、季節調整方法和時間序列過濾。
