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Intervention analysis with multi-dimensional time series
Hi all, I need to use dummy variables for multivariate time series. I need to insert a column vector of dummy variables for ea...
12년 초과 전 | 답변 수: 0 | 0
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From RESIDUALs to STANDARDIZED RESIDUALs
Hi all, if "A" is a "residuals vector" how can I get the standardized residuals? Thanks in advance for your consideration an...
12년 초과 전 | 답변 수: 1 | 0
1
답변질문
OUTLIERS and DUMMY VARIABLEs
HI all, I have a vector of returns of dimension 100x1 (obtained from the price of a financial time series) The boxplot of the ...
12년 초과 전 | 답변 수: 1 | 0
1
답변질문
How to create dummy variable?
Hi all, I have a data matrix of dimension 100x5(time series) I have an outlier for the 75th value of the 4th column so I deci...
12년 초과 전 | 답변 수: 1 | 0
