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  RATS¶õ ¾î¶² ¼ÒÇÁÆ®¿þ¾îÀΰ¡?

RATS(Regression Analysis of Time Series)´Â Àü¼¼°èÀÇ °æÁ¦ÇÐÀÚµé »Ó¸¸ ¾Æ´Ï¶ó ½Ã°è¿­ ¹× Ⱦ´Ü¸é µ¥ÀÌÅ͸¦ ºÐ¼®, ¿¹ÃøÇϰí, °è·®°æÁ¦ ¸ðµ¨µéÀ» Æò°¡, °³¹ß µîÀÇ ¾÷¹«¸¦ ÇÏ´Â ºÐ¼®Àڵ鿡°Ô ³Î¸® »ç¿ëµÇ°í ÀÖ´Â ½Ã°è¿­ ȸ±Í ºÐ¼®¿ë °è·® °æÁ¦ ¼ÒÇÁ¿þ¾îÀÔ´Ï´Ù.  Á»´õ ÀÚ¼¼È÷...

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 CATS¶õ ¾î¶² ¼ÒÇÁÆ®¿þ¾îÀΰ¡?

CATS(Cointegration Analysis of Time Series)´Â RATS ¼ÒÇÁÆ®¿þ¾î¿Í ÇÔ²² »ç¿ëÇÒ ¼ö ÀÖ´Â Ãß°¡ ¸ðµâ·Î °øÀûºÐ(Cointegration) ºÐ¼® ÇÁ·Î½ÃÁ®µéÀ» Á¦°øÇÕ´Ï´Ù. CATS´Â ÄÚÆæÇÏ°Õ ´ëÇÐÀÇ Jonathan G. Dennis, Katarina Juselius, Søren Johansen °ú Henrik Hansen µî¿¡ ÀÇÇØ °³¹ßµÇ¾ú½À´Ï´Ù.

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