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Results tagged with time-series
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user 361403
Time series are data observed over time (either in continuous time or at discrete time periods).
0
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Copula Application
I am not sure if you are still interested. However, I will answer your questions one by one:
Structure
The general structure of the vine copula model is called R-vine. The two sub-classes
of it is cal …
- 292
1
vote
Accepted
Scale the data for cluster analysis
Scaling the data for clustering can be done using scale function. However, transforming the data into copula data will not scale your data.
- 292
4
votes
1
answer
94
views
Is this equation of the GARCH(1,1) model correct?
I am new to the GRACH model and have read many papers, but I am confused about the equation provided below. Is the equation (15) correct? If the $z_{t}$ is the error, why does the author define them a …
- 292
0
votes
Fitting Vine Copula tree by tree
To specify the specific type of the copula family in the R-vine copula model,
You need to specify the variable structure.
Then, you need to build vine matrices for each of the following:
Variable s …
- 292