WOLFRAM

Nuevo en Mathematica 10 › Procesos de series temporales ampliados ›

Modele múltiples tipos de cambio 

Modele y prediga múltiples series temporales con procesos de series temporales con valores vectoriales.

Los tipos de cambio de euros a dólares de libra esterlinas a dólares como una series temporal vectorial.

In[1]:=
Click for copyable input
X
In[2]:=
Click for copyable input
X
Out[2]=

Encaje un modelo de vectores ARMA en los datos.

In[3]:=
Click for copyable input
X
Out[3]=

Pronostique los tipos de cambio.

In[4]:=
Click for copyable input
X
Out[4]=
In[5]:=
Click for copyable input
X
Out[5]=

Related Examples

Decide Time Series Process Family and Order from Data Automatically » Identify Conditional Heteroscedacity » Airline Passengers » Constrain the Model Selection Set »
Use Different Criteria for Model Selection » Investigate Time Series Model Residuals » Study Significance of Parameters in Fitted Model » Use Fitted Model to Forecast Time Series »
Model Multiple Exchange Rates » Vector Joint Model versus Univariate Component Models » Use Vector Models with Multiple Strongly Correlated Time Series » Vector Autoregressive Process as Discretized Vector Ornstein–Uhlenbeck Process »
Time Series Processes with Nonzero Mean » Time Series Processes with Initial Conditions » Study Non-weakly Stationary Autoregressive Process » Compute Expectation of Autoregressive Moving-Average Process from Its Definition »
Use Spectral Estimator to Find FARIMA Parameters » Volatility Clustering in a GARCHProcess » Slice Distribution of GARCH(1,1) » Moments of GARCH(1,1) »
Model the Conditional Value at Risk with an ARCHProcess » Expanded Estimation Methods » Broad Performance Improvements »
de en ja pt-br zh