SEM Based CARMA Time Series Modeling for Arbitrary N
نویسندگان
چکیده
منابع مشابه
SEM Based CARMA Time Series Modeling for Arbitrary N.
This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1 as well as N > 1. To illustrate the approach, simulations will be presented in which a single panel model (T = 41 time points) is estimated for a sample of N = 1,...
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ژورنال
عنوان ژورنال: Multivariate Behavioral Research
سال: 2017
ISSN: 0027-3171,1532-7906
DOI: 10.1080/00273171.2017.1383224