Displaying 2 results from an estimated 2 matches for "h15t1y".
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h15t10y
2003 Dec 18
1
Help with predict.Arima with external regressor values [Repalced]
...----------------------------------------------------
> fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv)
Call:
arima(x = data, order = c(2, 0, 3), xreg = y)
Coefficients:
ar1 ar2 ma1 ma2 ma3 intercept EUSA1 EUSA10
EUSA15 EUSA20 EUSA5 H15T10Y H15T1Y H15T20Y H15T3M H15T5Y USSW10
-0.001 0.6502 0.3328 -0.5021 -0.1135 -0.0535 0.0469
0.0075 -0.0263 0.0299 -0.0344 0.1012 -0.0382 0.0092
0.0385 -0.0757 -0.1577
s.e. 0.523 0.4002 0.5262 0.2711 0.0828 0.1027 0.0308 0.0802
0.0931 0.0743 0.0414 0.0469 0.02...
2003 Dec 18
0
Help with predict.Arima with external regressor values
...----------------------------------------------------
> fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv)
Call:
arima(x = data, order = c(2, 0, 3), xreg = y)
Coefficients:
ar1 ar2 ma1 ma2 ma3 intercept EUSA1 EUSA10
EUSA15 EUSA20 EUSA5 H15T10Y H15T1Y H15T20Y H15T3M H15T5Y USSW10
-0.001 0.6502 0.3328 -0.5021 -0.1135 -0.0535 0.0469
0.0075 -0.0263 0.0299 -0.0344 0.1012 -0.0382 0.0092
0.0385 -0.0757 -0.1577
s.e. 0.523 0.4002 0.5262 0.2711 0.0828 0.1027 0.0308 0.0802
0.0931 0.0743 0.0414 0.0469 0.02...