2]
0.0.1 #1
0.0.1 #1
Multiple Time Series Analysis
1. Getting Started
1.1 Data Preparation
1.2 Starting
multi
2. Preliminary Analysis
2.1 Plotting the Data
2.2 Data Transformation
3. Specifying a VAR Model
3.1 Process Order
3.2 Model Estimation
3.3 Model Validation
4. Structural Analysis
4.1 Impulse Response Analysis
4.2 Confidence Intervals for Impulse Responses
Bibliography