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采用自回归滑动模型进行风速时程的模拟，本程序主要是针对的Davenport谱-Using autoregressive moving model of the simulated wind speed time history, the program is mainly directed against the Davenport spectrum
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是一个时变AR(Time Varying Autoregressive)模型的工具箱。-It is a toolbox for model of Time-Varying Autoregressive.
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时变参数向量自回归模型的估计代码以及模型应用方法(Estimation code and application of Time-Varying parameter vector autoregressive model)
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Jondeau 、Leon 等提出自回归条件方差—偏度—峰度模型(GARCHSK)，用于同时描述收益率二阶矩、三阶矩和四阶矩的时变特征。此文件为该模型代码。(Jondeau, Leon et al. Proposed an autoregressive conditional variance-skewness-kurtosis model (GARCHSK), which was used to describe the time-varying characteristics of the
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包含了目前主流的时变参数向量自回归模型代码以及文献(Including the current mainstream time-varying parameter vector autoregressive model code and Literature)
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Koop大神写出来的时变向量自回归模型的进化版，希望对大神写作有帮助。(The evolutionary version of the time-varying vector autoregressive model written by the Koop hopes, to be helpful to your writing.)
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