Causality Integration (Unit root) ARIMA SARMA Artificial Error correction term Seaonality Seaonality ... Regression Logit/ Probit Univariate Roadmap of Time Series ARMA ECM VECM VAR SARIMA Cointegration IV Granger ... moment(variance) need to exist(convergence) and should not change over time Covariance : There is some relationship
이는 그랜저 인과관계(GrangerCausality) 검정 및 충격반응(Impulse Response) 분석, 벡터오차수정모형(VECM),그리고 차우(Chow) 검정방법이 적용되었다 ... As empirical strategies, the
author adopted GrangerCausality Test, Impulse Response, VECM, Chow test ... This study was aimed to explore the causalrelationship between economic growth and
public expenditure
Causal 4. ... Granger and Tyson (1998) 3. Altenberg and Tapper (1998) 4. ... expressions that may add little or no prepositional content by themselves but they serve to specify the relationship