recursive var stata svar stata autoregressive model stata var model in r step by step panel var stata vector autoregressionhow to interpret var coefficients
StataCorp may make improvements and/or changes in the product(s) and the program(s) described in this manual at any time and without notice. The software Stata has a suite of commands for fitting, forecasting, interpreting, and performing inference on vector autoregressive (VAR) models and structural vector Structural VAR for y1, y2, and y3 using tsset data with short-run constraints on Stata Dynamic Stochastic General Equilibrium Models Reference Manual. varlist denotes a list of variable names, command denotes a Stata command, exp denotes Farther down on the manual page is a table summarizing options,var fits a multivariate time-series regression of each dependent variable on lags of Stata Dynamic Stochastic General Equilibrium Models Reference Manual.
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