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- Variance_decomposition_of_forecast_errors abstract "In econometrics and other applications of multivariate time series analysis, a variance decomposition or forecast error variance decomposition (FEVD) is used to aid in the interpretation of a vector autoregression (VAR) model once it has been fitted. The variance decomposition indicates the amount of information each variable contributes to the other variables in the autoregression. It determines how much of the forecast error variance of each of the variables can be explained by exogenous shocks to the other variables.".
- Variance_decomposition_of_forecast_errors wikiPageID "3887180".
- Variance_decomposition_of_forecast_errors wikiPageRevisionID "575266283".
- Variance_decomposition_of_forecast_errors hasPhotoCollection Variance_decomposition_of_forecast_errors.
- Variance_decomposition_of_forecast_errors subject Category:Econometrics.
- Variance_decomposition_of_forecast_errors subject Category:Multivariate_time_series_analysis.
- Variance_decomposition_of_forecast_errors comment "In econometrics and other applications of multivariate time series analysis, a variance decomposition or forecast error variance decomposition (FEVD) is used to aid in the interpretation of a vector autoregression (VAR) model once it has been fitted. The variance decomposition indicates the amount of information each variable contributes to the other variables in the autoregression.".
- Variance_decomposition_of_forecast_errors label "Variance decomposition of forecast errors".
- Variance_decomposition_of_forecast_errors sameAs m.0b554x.
- Variance_decomposition_of_forecast_errors sameAs Q7915763.
- Variance_decomposition_of_forecast_errors sameAs Q7915763.
- Variance_decomposition_of_forecast_errors wasDerivedFrom Variance_decomposition_of_forecast_errors?oldid=575266283.
- Variance_decomposition_of_forecast_errors isPrimaryTopicOf Variance_decomposition_of_forecast_errors.