1 Ean 2000 · ABSTRACT To understand the past, update the present, and forecast the future of a time series, you must often use information from other time series. This is why simultaneously …

Introduction In this chapter, you will learn the basic theory for multivariate time series. The purpose is to introduce the simplest theoretical model behind the many tools offered by the …

From Multiple Time Series Modeling Using the SAS® VARMAX Procedure, by Anders MilhØj. Copyright © 2016,

Features of Proc Forecast Fast and automatic forecasts for many series in one step as long as the series is organized by variables (VAR) or groups (BY).

"For readers interested in understanding how to model multivariate time series using SAS PROC VARMAX, Multiple Time Series Modeling Using the SAS VARMAX Procedure is a wonderful …

SAS/ETS のコピュラ(COPULA)手法では、リスク要因の多変量次元をモデリングすることができます。こ の手法は、多くの相関リスク要因のモデル化が必要であるものの、それらのリスク …

More sophisticated procedures like PROC STATESPACE, PROC VARMAX, or PROC ARIMA, with their transfer function options, are preferable when the explanatory variable's future values are …

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Процедура для моделирования и прогнозирования будет выглядеть так: proc varmax data=simul1; run; id date interval=year; model y1 y2 / p=1 noint lagmax=3 print=(estimates …