close Warning: Can't synchronize with repository "(default)" (/var/svn/tolp does not appear to be a Subversion repository.). Look in the Trac log for more information.

Opened 11 years ago

Closed 11 years ago

#1736 closed task (fixed)

Calculo LLK para un VAR

Reported by: Jorge Owned by: Jorge
Priority: normal Milestone: Técnicas de modelación
Component: Math Version: 3.1
Severity: critical Keywords:
Cc:

Description

Extraer de VarModel el cálculo de la verosimilitud.

Change History (6)

comment:1 Changed 11 years ago by Jorge

Status: new → accepted

comment:2 Changed 11 years ago by Jorge

(In [6021]) refs #1736, ejemplo de uso

comment:3 Changed 11 years ago by Jorge

(In [6022]) refs #1736, se implementa la clase @LLKCalculator para facilitar el cálculo de la verosimilitud de un VAR, el valor de los parametros se pueden establecer para 4 bloques: AR, input determinista (constante y tendencia), inputs externos y covarianza

comment:4 Changed 11 years ago by Jorge

(In [6023]) refs #1736, métodos para extraer los bloques de parámetros a partir de una estimación maxllk

comment:5 Changed 11 years ago by Jorge

(In [6024]) refs #1736, se corrige un error en el signo del término asociado a los residuos

comment:6 Changed 11 years ago by Jorge

Resolution: → fixed
Status: accepted → closed
Note: See TracTickets for help on using tickets.