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VARMAX.ppt

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VARMAX

SIGSTAT: PROC VARMAX 5/8/2002 Charlie Hallahan Overview Overview Overview Overview Getting Started - Vector Autoregressive Process Getting Started - Vector Autoregressive Process Getting Started - Vector Autoregressive Process Getting Started - Vector Autoregressive Process Getting Started - Vector Autoregressive Process Getting Started - Vector Autoregressive Process Getting Started - Vector Autoregressive Process Getting Started - Vector Autoregressive Process Getting Started - Vector Autoregressive Process Getting Started - Bayesian Vector Autoregressive Process Getting Started - Bayesian Vector Autoregressive Process Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Getting Started - Vector Error Correction Model Syntax - PROC VARMAX Statement Syntax - CAUSAL Statement Syntax - COINTEG Statement Syntax - COINTEG Statement Syntax - COINTEG Statement Syntax - COINTEG Statement Syntax - COINTEG Statement Syntax - COINTEG Statement Syntax - MODEL Statement Syntax - MODEL Statement Syntax - MODEL Statement Syntax - MODEL Statement Syntax - MODEL Statement Syntax - MODEL Statement Syntax - MODEL Statement Syntax - MODEL Statement Syntax - MODEL Statement How to Perform a Cointegration Test How to Perform a Cointegration Test Example - Johansen-Juselius Danish data Example - Johansen-Juselius Da