Examinando por Materia "Distribución condicional"
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Publicación Acceso abierto Complemento de Excel para ajuste paramétrico de series de tiempo(Universidad EIA, 2012) Santa Vélez, Camilo; Obando López, Jorge MarioThis thesis is based on Fisher’s scoring algorithm to fit GARMA parametric series using an Excel® 2010 Add-in. Initially, a theoretical framwork is presented regarding time series and the paremetric models used in this thesis. The models used by the Add-in are ARMA, ARIMA and GARMA. In the case of GARMA models, the conditional distributions used are Normal, Binomial, Poisson and Gamma with canonical link function (With the Gamma conditional distribution, the identity link function is also available)