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Ioannis Leivadiotis


Last seen: mehr als 2 Jahre vor |  Aktiv seit 2020

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Generation of error matrix from AR(1) model, issue
I want to generate a (t by n) matrix of errors (ε) , row by row, which are drawn from an AR(1) model ε_t = ρ*ε_t-1 + u_t. The pr...

mehr als 2 Jahre vor | 1 Antwort | 0

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How do I convert monthly data to quarterly using as the value of the quarter the value of the 1st month of each quarter?
I have a dataset of monthly data on CPI and I want to convert it to quarterly. I tried to use timetable but it didn't work I th...

fast 4 Jahre vor | 2 Antworten | 0

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