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time-varying-VAR

于 2014-09-04 发布文件大小:286KB

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本软件是时变的VAR模型，能够考察变量间的冲击效应，及其结构变化特征，是较为理想的时间序列工具。(This software is a time-varying VAR model is able to examine, impact effect among the variables, and structural changes, is the ideal time series tools.)

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time-varying-VAR

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