Jan 1, 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 …

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,

"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 …

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).

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 …

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

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Vous souhaitez approfondir vos connaissances sur la modélisation de séries chronologiques. Ce cours vous présente les techniques avancées disponibles dans SAS/ETS : modèles ARIMAX, …

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