1
اقتصاد::
ناایستا
Section 4.4 identifies the steps involved in analysis of time-series with focus on the non-stationary nature of the series.
Section 4.6 extends the discussion on non-stationarity of time-series in relation to vector autoregression model and its application on non-stationary data and offers a bias for introducing the vector error-correction model in Section 4.7.
However, if the series is found to be non-stationary, then it is necessary to continue in testing whether stationarity of series can be achieved at the first difference.
There is no cointegration - use difference to transform non-stationary series into stationary and continue in estimating VAR model.
In contrast to stationary series, non-stationary time-series necessarily contain permanent components.
واژگان شبکه مترجمین ایران