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regression with correction for AR(1) (autocorrelated) error | |
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estimates GARCH-M models | |
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estimates Box-Jenkins ARIMA models | |
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forecasts Box-Jenkins ARIMA models | |
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identifies the order of Box-Jenkins ARIMA models | |
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unit root and cointegration tests | |
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Kalman filter estimation | |
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synonym for COINT | |
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Vector autoregressions |