Estimating Time Series Regression Using Integrated Likelihood Function
碩士 === 東海大學 === 統計學系 === 101 === The time series regression provides an explicit analysis, in which one time series (dependent variable) can be expressed linearly related to other time series variables (covariates), and often errors of the model are possibly correlated or simply white noises. The me...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/42050102018910577968 |