文章基本信息

标题：Demonstrating The Use Of Vector Error Correction Models Using Simulated Data
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作者：Carl B. McGowan, Jr. ; Izani Ibrahim
期刊名称：Journal of Business Case Studies
印刷版ISSN：1555-3353
电子版ISSN：2157-8826
出版年度：2012
卷号：8
期号：4
页码：377-392
DOI：10.19030/jbcs.v8i4.7031
语种：English
出版社：The Clute Institute for Academic Research
摘要：In this paper, we demonstrate the use of time series analysis, including unit roots tests, Granger causality tests, cointergation tests and vector error correction models. We generate four time series using simulation such that the data has both a random component and a growth trend. The data are analyzed to demonstrate the use of time series analysis procedures.
其他摘要：In this paper, we demonstrate the use of time series analysis, including unit roots tests, Granger causality tests, cointergation tests and vector error correction models. We generate four time series using simulation such that the data has both a random component and a growth trend. The data are analyzed to demonstrate the use of time series analysis procedures.
关键词：Time Series Analysis;Simulation;Unit Root Tests;Granger Causality;Cointegration;Vector Error Correction Models
其他关键词：Time Series Analysis;Simulation;Unit Root Tests;Granger Causality;Cointegration;Vector Error Correction Models