Multivariate Time Series Modeling Using PROC VARMAX
Activity: Talk or presentation types › Lecture and oral contribution
Anders Milhøj - Lecturer
wo examples of Vector Autoregressive Moving Average modeling with exogenous variables are given in this presentation. Data is from the real world. One example is about a two-dimensional time series for wages and prices in Denmark that spans more than a hundred years. The other is about the market for agricultural products, especially eggs! These examples give a general overview of the many possibilities offered by PROC VARMAX, such as handling of seasonality, causality testing and Bayesian modeling, and so on.
24 Mar 2014
|Title||SAS Global Forum 2009|
|Date||22/03/2009 → 25/03/2009|