Statistics33 TSA - 메인 모델 정리 Single Equation Models, ARIMA Single Equation Models, GARCH Multiple Equation Models, VAR Multiple Equation Models, Cointegration and VECM Model selection for your Projects Estimate/Evaluate the relationships between multiple variables over time. @ Usually price : non-stationary returns : stationary # VAR : 왜 사용하고, 어떻게 활용하나? 예측모델이지만, 시간에 흐름에 따라 변수가 어떻게 움직이는지, 서로 영향을 어떤 식으로 주는지 관계를 설명하는데 많이 쓴다. -.. 2021. 2. 18. GLMM 이해하기 - 1 (+EDA꿀팁) Multilevel == mixed model 한방에 이해하기 믹스 모델이란? : 특정 변수(상위계층 변수)를 통제함으로써 여러개 선형모델을 만드는 것. The mixed effects model is an extension and models the random effects of a clustering variable. Mixed models can model variation around the intercept (random intercept model), around the slope (random slope model), and around the slope (random intercept and slope model). The linear mixed model is: *gamma = 변수에 .. 2021. 2. 7. Convex optimization 보호되어 있는 글 입니다. 2021. 2. 7. panel data cross sectional data time seires data and the mixed one! panel data Panel data, sometimes referred to as longitudinal data, is data that contains observations about different cross sections across time. Examples of groups that may make up panel data series include countries, firms, individuals, or demographic groups. Like time series data, panel data contains observations collected at a regular .. 2021. 1. 24. 이전 1 2 3 4 5 6 7 ··· 9 다음
