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scientific article; zbMATH DE number 5294498
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5294498 |
Statements
30 June 2008
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stationary processes
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nonstationary processes
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autoregressive processes
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moving average processes
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ARMA processes
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information criteria
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forecasting
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Granger causality
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vector autoregressive processes
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unit root tests
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stationary tests
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cointegrated processes
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ARCH models
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GARCH models
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0.96551454
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0.91565096
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0.91291374
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