RATS¶õ
¾î¶² ¼ÒÇÁÆ®¿þ¾îÀΰ¡?
RATS(Regression
Analysis of Time Series)´Â Àü¼¼°èÀÇ
°æÁ¦ÇÐÀÚµé »Ó¸¸ ¾Æ´Ï¶ó ½Ã°è¿ ¹× Ⱦ´Ü¸é µ¥ÀÌÅ͸¦ ºÐ¼®, ¿¹ÃøÇϰí,
°è·®°æÁ¦ ¸ðµ¨µéÀ» Æò°¡, °³¹ß µîÀÇ ¾÷¹«¸¦ ÇÏ´Â ºÐ¼®Àڵ鿡°Ô ³Î¸®
»ç¿ëµÇ°í ÀÖ´Â ½Ã°è¿ ȸ±Í ºÐ¼®¿ë °è·® °æÁ¦ ¼ÒÇÁ¿þ¾îÀÔ´Ï´Ù. Á»´õ
ÀÚ¼¼È÷...

CATS¶õ
¾î¶² ¼ÒÇÁÆ®¿þ¾îÀΰ¡?
CATS(Cointegration
Analysis of Time Series)´Â RATS ¼ÒÇÁÆ®¿þ¾î¿Í
ÇÔ²² »ç¿ëÇÒ ¼ö ÀÖ´Â Ãß°¡ ¸ðµâ·Î °øÀûºÐ(Cointegration) ºÐ¼® ÇÁ·Î½ÃÁ®µéÀ»
Á¦°øÇÕ´Ï´Ù. CATS´Â ÄÚÆæÇÏ°Õ ´ëÇÐÀÇ Jonathan G. Dennis, Katarina
Juselius, Søren Johansen °ú Henrik Hansen µî¿¡ ÀÇÇØ °³¹ßµÇ¾ú½À´Ï´Ù.
CATS
ÀÚ¼¼È÷ º¸±â
|