y_estmts_vars.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 36 行

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

{title:Help and category listings}

{p 4 8 4}
{bf:{help var_intro:Overview}}{break}
    introduction to the VAR family of commands

{p 4 8 4}
{bf:{help varbasic:Fit simple VAR and graph impulse-response functions}}{break}
    easy syntax to produce VAR results and graph IRFs and FEVDs

{p 4 8 4}
{bf:{help var:VARs}}{break}
    vector autoregressions; when you need more than offered above

{p 4 8 4}
{bf:{help svar:SVARs}}{break}
    structural vector autoregressions; when you have structural VARs

{p 4 8 4}
{bf:{help y_estmts_vdiag:Model diagnostics & inference}}{break}
    stability condition, lag order selection, lag exclusion,
    Granger causality, tests for normality and autocorrelation

INCLUDE help ypostnote
{hline}