>> I've got VECM model with [3x3] matrix Pi=alpha*beta' that looks as
>> follows: [-1, a1*b, a2*d; 0, b-1, 0; 0, 0, d-1]. a1, b, a2 and d are
>> parameters. I was thinking about imposing restrictions for elements
>> that equals 0. As I'm aware it's not possible to put such
>> restrictions on mat
El Monday 05 January 2009 21:16:44 alisson rocha escribió:
> hi people,
>
> Before my question, a little explain:
>
> I have a time series (gasoline sales) from january:2000 to december:2007
> and i´m adjusting a sarima model to make predictions. Well, i´m running a
> sarima model with parameters (
On Wed, 7 Jan 2009, Sven Schreiber wrote:
> Am 06.01.2009 18:34, Mariusz Doszyn schrieb:
>> Hello...
>> I've got VECM model with [3x3] matrix Pi=alpha*beta' that looks as
>> follows: [-1, a1*b, a2*d; 0, b-1, 0; 0, 0, d-1]. a1, b, a2 and d are
>> parameters. I was thinking about imposing restrictio
Am 06.01.2009 18:34, Mariusz Doszyn schrieb:
> Hello...
> I've got VECM model with [3x3] matrix Pi=alpha*beta' that looks as
> follows: [-1, a1*b, a2*d; 0, b-1, 0; 0, 0, d-1]. a1, b, a2 and d are
> parameters. I was thinking about imposing restrictions for elements that
> equals 0. As I'm aware it'
