📄 y_estts.hlp
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{smcl}
{p 0 4}
{help contents:Top}
> {help y_stat:Statistics}
> {help y_est:Estimation}
{bind:> {bf:Time series}}
{p_end}
{hline}
{title:Help file listings}
{p 4 8 4}
{bf:{help arima:ARIMA}}{break}
Autoregressive integrated moving average process
{p 4 8 4}
{bf:{help arch:ARCH}}{break}
Autoregressive conditional heteroskedastic family of estimators
{p 4 8 4}
{bf:{help prais:Prais-Winsten regression}}{break}
regression corrected for first-order serially-correlated residuals
{p 4 8 4}
{bf:{help newey:Regression with Newey-West standard errors}}{break}
error structure is assumed to be heteroskedastic and possibly
autocorrelated up to some lag
{title:Related categories}
{p 4 8}
{help y_stat:Statistics}
> {help y_est:Estimation}
> {bf:{help y_estmts:Multivariate time series}}
{p_end}
{p 4 8}
{help y_stat:Statistics}
> {help y_topical:Special topics}
> {bf:{help y_ts:Time series}}
{p_end}
INCLUDE help ypostnote
{hline}
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