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linear models and time-series analysis - regression, anova, arma and garch 2019
5 个回复 - 1480 次查看 linear models and time-series analysis - regression, anova, arma and garch (2019)2018-11-28 09:45 - loneshark - 数据分析与数据挖掘

Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH
5 个回复 - 3773 次查看 Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH Author(s): Marc S. PaolellaSeries: Wiley Series in Probability and StatisticsPublisher: Wiley, Year: 2018ISBN: 1119431905, ...2019-4-15 12:08 - zfk - 计量经济学与统计软件

Forecasting for the Pharmaceutical Industry: Models for New Product and In-Marke
1 个回复 - 1117 次查看 Forecasting for the Pharmaceutical Industry: Models for New Product and In-Market Forecasting and How to Use Them By Arthur G. Cook 此书为2006版，如有2015年版，希望您能分享2021-4-11 20:29 - Batmaaaaan - 卫生经济学

Predictive Modeling with SAS Enterprise Miner 2nd Edition - Kattamuri S. Sarma
18 个回复 - 4197 次查看 Predictive Modeling with SAS Enterprise Miner 2nd Edition - Kattamuri S. Sarma 刚用完个人经验，需要结合其他modelling的知识使用此书2016-6-20 21:00 - pdph77 - SAS专版

On change point test for ARMA–GARCH models: Bootstrap approach
1 个回复 - 430 次查看【作者(必填)】 On change point test for ARMA–GARCH models: Bootstrap approach【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】2019-3-4 10:51 - 肖恩同学 - 求助成功区

【独家发布】【2016新书】Modeling in Biopharmaceutics, Pharmacokinetics and Pharmacodynamic
7 个回复 - 1060 次查看如果喜欢该文档，欢迎订阅【2016新书】文库，http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3187 图书名称：Modeling in Biopharmaceutics, Pharmacokinetics and Pharmacodynamics: Homogen ...2016-8-11 12:31 - 牛尾巴 - winbugs及其他软件专版

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models
1 个回复 - 720 次查看【作者(必填)】 Yong 【文题(必填)】 Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/a ...2018-8-13 22:17 - internet.hzx - 求助成功区

Bayesian hierarchical model for analyzing multiresponse longitudinal pharmacokin
1 个回复 - 517 次查看【作者(必填)】Liping Zhao, Zhiming Xia 【文题(必填)】 Bayesian hierarchical model for analyzing multiresponse longitudinal pharmacokinetic data【年份(必填)】 Volume 36, Issue 30 30 December 2017 ...2017-12-15 09:42 - xmok77 - 求助成功区

Bayesian hierarchical model for analyzing multiresponse longitudinal pharmacokin
1 个回复 - 585 次查看【作者(必填)】 [*]Liping Zhao, [*] [*]Zhiming Xia 【文题(必填)】 Bayesian hierarchical model for analyzing multiresponse longitudinal pharmacokinetic data【年份(必填)】 Volume 36, Issue ...2017-12-14 21:46 - xmok77 - 求助成功区

求老论文Bias correction in ARMA models[
2 个回复 - 588 次查看【作者(必填)】Cordeiro G M, Klein R 【文题(必填)】Bias correction in ARMA models[ 【年份(必填)】1994, 【全文链接或数据库名称(选填)】 Statistics & Probability Letters, 1994, 19(3): 169-176.htt ...2017-10-27 19:46 - 地下爆菊 - 求助成功区

[求助]R能fit ARMA-GARCH model吗？
7 个回复 - 5367 次查看 g11_21<-garchFit(ts,formula.mean=~arma(2,1),formula.var=~garch(1,1),trace=FALSE,n.iter=50)结果是错误: 没有"garchFit"这个函数牛人指点一下牛人指点一下2007-12-9 14:38 - coolcat9885 - R语言论坛

Distribution of ARMA(1,1) model
1 个回复 - 656 次查看 Do you how to find the distribution of e(t) and y(t) by writing a matrix form?2018-10-1 20:04 - kathyj - 计量经济学与统计软件

Application of tank, NAM, ARMA and neural network models to flood forecasti..
0 个回复 - 298 次查看摘要：Abstract Two lumped conceptual hydrological models, namely tank and NAM and a neural network model are applied to flood forecasting in two river basins in ...http://onlinelibrary.wiley.com/doi/1 ...2018-2-1 15:30 - a智多星 - 人工智能论文版

Application of tank, NAM, ARMA and neural network models to flood forecasti..
0 个回复 - 364 次查看摘要：Abstract Two lumped conceptual hydrological models, namely tank and NAM and a neural network model are applied to flood forecasting in two river basins in ...原文链接:http://www.cabdirect.org/ab ...2017-12-30 20:30 - a智多星 - 人工智能论文版

Bootstrapping Stationary ARMA-GARCH Models
27 个回复 - 1200 次查看 English | PDF | 2010 | 137 Pages | ISBN : 3834809926 | 874kB Bootstrap technique is a useful tool for assessing uncertainty in statistical estimation and thus it is widely applied for risk manage ...2017-8-19 22:30 - igs816 - 经管书评

On the limit of conditional Spearman’s rho under the common factor model
1 个回复 - 544 次查看【作者(必填)】 [*]Taehan BaeEmail author [*]Ian Iscoe 【文题(必填)】On the limit of conditional Spearman’s rho under the common factor model[/backcolor] 【年份(必填)】 2016 【全文链接或数据库 ...2016-12-22 16:08 - internet.hzx - 求助成功区

Empirical analysis of ARMA-GARCH models in market risk estimation on high-freque
5 个回复 - 1084 次查看【作者(必填)】Alexander Beck1 / Young Shin Aaron Kim2 / Svetlozar Rachev3 / Michael Feindt4 / Frank Fabozzi5 【文题(必填)】Empirical analysis of ARMA-GARCH models in market risk estimation on high- ...2016-12-18 15:18 - runman - 求助成功区

求Estimation of semivarying coefficient time series models with ARMA errors
2 个回复 - 996 次查看【作者(必填)】Huang Lei, Yingcun Xia, and Xu Qin 【文题(必填)】Estimation of semivarying coefficient time series models with ARMA errors 【年份(必填)】2016 【全文链接或数据库名称(选填)】 [ ...2016-8-15 18:00 - weilinhy - 求助成功区

On the limit of conditional Spearman’s rho under the common factor model
1 个回复 - 680 次查看【作者(必填)】 [*]Taehan Bae [*], Ian Iscoe 【文题(必填)】 On the limit of conditional Spearman’s rho under the common factor model【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://li ...2016-7-20 11:51 - internet.hzx - 求助成功区

On the limit of conditional Spearman’s rho under the common factor model
3 个回复 - 593 次查看【作者(必填)】 [*]Taehan Bae [*], Ian Iscoe 【文题(必填)】 On the limit of conditional Spearman’s rho under the common factor model【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://xu ...2016-4-22 12:28 - internet.hzx - 求助成功区

Multiple Time Series Modeling Using the SAS® VARMAX Procedure
7 个回复 - 2200 次查看 Multiple Time Series Modeling Using the SAS® VARMAX Procedure SAS公司出版的《使用SAS VARMAX 过程进行多时间序列建模》2016-4-4 10:37 - kgbkgb - SAS专版

Testing a Linear ARMA Model against Threshold-ARMA Models: a Bayesian Approach
1 个回复 - 584 次查看【作者(必填)】 Rubing Liang Qiang Xia Jiazhu Pan，Jinshan Liu 【文题(必填)】Testing a Linear ARMA Model against Threshold-ARMA Models: a Bayesian Approach 【年份(必填)】2015 【全文链接或数据库名 ...2016-3-7 23:50 - 我来了 - 求助成功区

Multiple Time Series Modeling Using the SAS VARMAX Procedure
49 个回复 - 6348 次查看 Multiple Time Series Modeling Using the SAS VARMAX Procedure by Anders Milhoj English | Jan. 11, 2016 | ISBN: 1612908985 | 210 Pages | AZW3/PDF (conv) | 22.32 MB Aimed at econometricians who have ...2016-1-27 20:47 - igs816 - SAS专版

Test for parameter change in ARMA models with GARCH innovations
3 个回复 - 707 次查看 Test for parameter change in ARMA models with GARCH innovations2015-12-12 17:12 - lucky187 - 求助成功区

Estimation of time-varying ARMA models with Markovian changes in regime
2 个回复 - 633 次查看 Estimation of time-varying ARMA models with Markovian changes in regime2015-12-12 16:48 - lucky187 - 求助成功区

Modelling the Incentive to Participate in Open Source Biopharmaceutical Innovati
1 个回复 - 910 次查看【作者(必填)】M Allarakhia，DM Kilgour，JD Fuller 【文题(必填)】Modelling the Incentiveto Participate in Open Source Biopharmaceutical Innovation 【年份(必填)】2010 【全文链接或数据库名称(选填)】 ...2015-12-1 21:49 - goodluck_2_you - 求助成功区

[案例分析]ARMA Model using WinBUGS
0 个回复 - 1544 次查看 2013-11-2 05:22 - SPSSCHEN - winbugs及其他软件专版

springerbook1992:ARMA Model Identification
3 个回复 - 809 次查看【作者(必填)】 Authors: [*]ByoungSeon Choi 【文题(必填)】 ARMA Model Identification【年份(必填)】 1992 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-1-4613-9745-8 ...2014-12-7 02:58 - qijiongli - 求助成功区

A physiologically based pharmacokinetic model for the prediction of the depletio
1 个回复 - 870 次查看【作者(必填)】【文题(必填)】A physiologically based pharmacokinetic model for the prediction of the depletion of methyl-3-quinoxaline-2-carboxylic acid, the marker residue of olaquindox, in the ed ...2015-5-21 09:53 - xyz15110139 - 求助成功区

Statistical model and inference for pharmacokinetic data
1 个回复 - 847 次查看【作者(必填)】Yuh-Ing Chena* & Wen-Ming Lin 【文题(必填)】Statistical model and inference for pharmacokinetic data 【年份(必填)】 [*]Published online: 17 May 2013 【全文链接或数据库名称(选填)】 ...2015-5-20 00:01 - xmok77 - 求助成功区

用R组件bootstrap for resampling dataset( Assuming log price follow ARMA model)
2 个回复 - 1386 次查看教授的原话是Implement the bootstrap method for resampling the data set. You can assume that log prices follow random walk but using a more complicated models (e.g.including ARMA and/or trend). 在 ...2015-4-23 12:00 - 阿鑫兔Carl - R语言论坛

ARMA MODEL整理表格
2 个回复 - 1539 次查看 HI ALL 我把ARMA MODEL的MA項及AR項整理成一張表以便判定Summary of Models for Cycles 有興趣可以看看。2014-7-1 14:46 - GustavWu - 金融工程（数量金融）与金融衍生品

Bayes Inference in Regression Models with ARMA (p,q)
2 个回复 - 1226 次查看【作者(必填)】 CHIB,S ., AND E. GREENBERG 【文题(必填)】 Bayes Inference in Regression Models with ARMA (p,q) Errors 【年份(必填)】 1994 【全文链接或数据库名称(选填)】 Journal of Econometrics ...2014-4-15 06:08 - q82h2 - 求助成功区

Changing Routines: A Process Model of Vicarious Group Learning in Pharmaceuticll
2 个回复 - 861 次查看【作者(必填)】 [*]Henrik Bresman1 【文题(必填)】Changing Routines: A Process Model of Vicarious Group Learning in Pharmaceutical R&D 【年份(必填)】2013 【全文链接或数据库名称(选填)】http:/ ...2013-4-1 14:45 - 酷海 - 求助成功区

求Jstor上的一篇文献Diagnostic Checking in ARMA Models with Uncorrelated Errors
2 个回复 - 1125 次查看【作者(必填)】Christian Francq, Roch Roy, Jean-Michel Zako?an 【文题(必填)】Diagnostic Checking in ARMA Models with Uncorrelated Errors 【年份(必填)】2005 【全文链接或数据库名称(选填)】http:/ ...2013-9-1 16:50 - mgymgy - 求助成功区

Linear methods for estimating ARMA and regression models with serial correlation
5 个回复 - 920 次查看【作者(必填)】Sergio Koreishaa & Tarmo Pukkilab 【文题(必填)】Linear methods for estimating ARMA and regression models with serial correlation 【年份(必填)】1990 【全文链接或数据库名称】htt ...2013-7-21 16:20 - muddyman - 求助成功区

The Identification of ARMA Models
2 个回复 - 657 次查看【作者(必填)】Tarmo Pukkila, Sergio Koreisha and Arto Kallinen[/backcolor] 【文题(必填)】The Identification of ARMA Models 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://www.jstor.or ...2013-7-21 14:48 - muddyman - 求助成功区

Changing Routines: A Process Model of Vicarious Group Learning in Pharmaceutical
7 个回复 - 1875 次查看【作者(必填)】 [*]Henrik Bresman 【文题(必填)】Changing Routines: A Process Model of Vicarious Group Learning in Pharmaceutical R&D 【年份(必填)】2012 【全文链接或数据库名称(选填)】http:// ...2013-1-20 09:29 - 酷海 - 求助成功区

Optimal Rank-Based Procedures for Time Series Analysis: Testing an ARMA Model Ag
1 个回复 - 833 次查看【作者(必填)】 Marc Hallin and Madan L. Puri[/backcolor] 【文题(必填)】 Optimal Rank-Based Procedures for Time Series Analysis: Testing an ARMA Model Against Other ARMA Models【年份(必填)】 1988 ...2013-2-4 11:49 - cy_xiaoxiao - 求助成功区

在线等，求助Bayesinference in regressionmodels with ARMA (p, q) errors
1 个回复 - 913 次查看【作者(必填)】Siddhartha Chib,Edward Greenberg 【文题(必填)】Bayesinference in regressionmodels with ARMA (p, q) errors 【年份(必填)】1994 【全文链接或数据库名称(选填)】http://www.sciencedirect.c ...2012-7-23 16:15 - 0000_hunter - 文献求助专区

文献求助+A note on the invertibility of nonlinear ARMA models
1 个回复 - 931 次查看【作者(必填)】Chan, Kung-Sik and Tong, Howell 【文题(必填)】A note on the invertibility of nonlinear ARMA models 【年份(必填)】2010 【全文链接或数据库名称(选填)】Journal of statistical plan ...2012-5-13 17:34 - 我来了 - 求助成功区

A Model for Evaluating Pharmaceutical R&D Investment Projects
1 个回复 - 946 次查看 2010 A Model for Evaluating Pharmaceutical R&D Investment Projects under Technical and Economic Uncertainties2011-4-17 17:34 - gubingsun - 行业分析报告

請高手指教[sas] varmax (vector error correction model)
1 个回复 - 3868 次查看請高手指教!!! 如果我想用vector error correction model, (model如下) [SAS] proc varmax data=insample_c; model high low / p=2 lagmax=5 ecm=(rank=1 normalize=high); cointeg rank=1 h=(1,-1); ...2011-2-22 16:01 - jackychan369 - 计量经济学与统计软件

請高手指教 varmax (vector error correction model)
0 个回复 - 1635 次查看請高手指教!!! 如果我想用vector error correction model, (model如下) proc varmax data=insample_c; model high low / p=2 lagmax=5 ecm=(rank=1 normalize=high); cointeg rank=1 h=(1,-1); run; 但我 ...2011-2-22 15:58 - jackychan369 - SAS专版

请问：GARCH model 与 ARMA model 的区别是什么呢
3 个回复 - 5497 次查看因为现在在学习 analysis time series of finance,对于这个很混淆。希望能有人指点下还有garch主要是研究什么的呢2009-11-16 22:15 - ronsond - 爱问频道

请问如何用PROC MODEL VARMAX做多元时间序列分析
3 个回复 - 3944 次查看各位大虾，有无可供参考的操作案例，谢谢啦！看哪些资料合适呢？2009-7-27 11:27 - njw7cn - SAS专版

Whats the initial value of a(t) in a SARMA models?
0 个回复 - 2111 次查看各位达人：小弟使用R拟和了一个S-ARIMA(p,d,q)*(P,D,Q) models其中p=1,d=0,q=1; P=0,D=1,Q=1; and the seasonal period S=45那么，所得等式如下：X(t) = ar1*X(t-1) + X(t-45) - ar1*X(t-46) - ma1*a(t-1) - sma1*a( ...2009-2-9 19:20 - saji - 计量经济学与统计软件

菜鸟提问关于ARMA model
5 个回复 - 1938 次查看菜鸟提问如何推导出yt=yt-1+ut 中AR(1)process的E(yt)Var(yt)望大侠给出具体推导过程。多谢。2007-2-28 22:51 - kylefran - 计量经济学与统计软件

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