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arch-effect

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sadpepep / Time_series_analysis_of_APEC_countires

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Time series analysis of the APEC countries. Search for structural shifts in data. Checking for the ARCH effect. Building ARMA- and VAR-models. Forecasting GDP in several ways. / Анализ временных рядов стран АТЭС. Поиск структурных сдвигов в данных. Проверка наличия ARCH-эффекта. Построение ARMA- и VAR-моделей. Прогнозирование ВВП.

time-series prediction-model gdp-analysis var-models structural-shifts arch-effect
  • Updated Oct 6, 2022

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