Forecasting of Time Series based on Vector Autoregression Model and Maximum Cross-correlation
碩士 === 國立政治大學 === 統計研究所 === 101 === The selection of methods plays an important role in the prediction based on time-series data. In most literature reviews, the vector autoregression model(VAR) has been a popular choice for prediction for many years. There are some disadvantages of this method: (i)...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/84006675447842943855 |