2010-09-01ãã1ã¶æéã®è¨äºä¸è¦§
ããããRã¨ãã§ä¸å¤é(ã¨ããã¹ãã..), ARIMA, GARCHãããã®å®è¡ææ³ã解説ãã¦ãæ¬ã¯ãããã§ããã©ãå¤å¤éæç³»å(VAR, VARIMA)ããã解説ãã¦ãæ¬ã¯ç¡ãã®ã§ã¡ã¢ã library(vars) US.var <- VAR(cbind(GNP, M1), p = 3, type = "trend") coef(US.var) â¦