Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:statistical_analysis
|
| gptkbp:fullName |
Vector Autoregressive Moving-Average with Exogenous Regressors
|
| gptkbp:generalizes |
VARMA
|
| gptkbp:hasComponent |
exogenous variables
autoregressive terms moving average terms |
| gptkbp:hasModel |
interdependent variables
multiple time series |
| gptkbp:implementedIn |
gptkb:statsmodels
R |
| gptkbp:mayInclude |
external regressors
|
| gptkbp:parameter |
maximum likelihood
|
| gptkbp:relatedTo |
gptkb:VAR
ARMAX VECM |
| gptkbp:usedFor |
forecasting
impulse response analysis modeling multivariate time series |
| gptkbp:usedIn |
time series analysis
econometrics |
| gptkbp:bfsParent |
gptkb:SAS/ETS_15.3
|
| gptkbp:bfsLayer |
8
|
| https://www.w3.org/2000/01/rdf-schema#label |
VARMAX
|