摘要
文章利用图模型方法分析结构向量自回归模型变量间的因果性问题,构建结构向量自回归因果图,研究该因果图的性质,基于信息论方法建立了因果图结构辨识的三步准则,并用所给方法做了实例分析.
This paper explores how to use graphical modelling approach to analyze the causal relations among variables of structure vector autoregressive model. The causal graphs of structure vector autoregressive model is established and its properties are investigated. A three-step procedure based on information theory criteria is developed to identify the causal structure of the causal graphs.Finally,a case analysis is presented using the propose method.
出处
《淮北师范大学学报（自然科学版）》
CAS
2015年第4期1-4,共4页
Journal of Huaibei Normal University：Natural Sciences
基金
安徽省高校自然科学研究项目(KJ2015A035)
关键词
向量自回归模型
因果图
互信息
辨识
vector autoregressive model
causal graphs
mutual information
identication
