y_estts.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 46 行

{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}