y_estmts.hlp

来自「是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到」· HLP 代码 · 共 44 行

{smcl}
{p 0 4}
{help contents:Top}
> {help y_stat:Statistics}
> {help y_est:Estimation}
{bind:> {bf:Multivariate time series}}
{p_end}
{hline}

{title:Category listings}

{p 4 8 4}
{bf:{help y_estmts_vars:VARs & SVARs}}{break}
    vector autoregressions and structural vector autoregressions

{p 4 8 4}
{bf:{help y_estmts_vecs:VECMs}}{break}
    vector error-correction models with cointegrating variables

{p 4 8 4}
{bf:{help y_estmts_fcast:Forecasting from a VAR, SVAR, or VECM}}{break}
    compute dynamic forecasts; graph forecasts of dependent variables

{p 4 8 4}
{bf:{help y_estmts_irf:IRFs & FEVDs}}{break}
    impulse-response functions and forecast error variance decompositions


{title:Related categories}

{p 4 8}
{help y_stat:Statistics}
> {help y_est:Estimation}
> {bf:{help y_estts:Time series}}
{p_end}

{p 4 8}
{help y_stat:Statistics}
> {help y_topical:Special topics}
> {bf:{help y_ts:Time series}}
{p_end}

{hline}