The vector autoregressive model has long been used for portfolio analysis, while a recent extension (VARX) incorporates exogenous factors. Despite its increased forecasting precision, the ...
Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
This paper employs a threshold vector autoregressive (TVAR) model to analyze a possible asymmetric behavior of exchange rate pass-through (ERPT) or pricing-to-market (PTM) in Japanese exports between ...
A model for cell lineage data is presented and analysed. The model is an extension of the classical first-order autoregression, used in time-series studies, to bifurcating data trees of general size ...
The STATESPACE procedure is designed to automatically select the best state space model for forecasting the series. You can specify your own model if you wish, and you can use the output from PROC ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results