Vector Autoregressive Model (VAR) using R
This post gives a brief introduction to the estimation and forecasting of a Vector Autoregressive Model (VAR) model using R . We use vars and tsDyn R package and compare these two estimated coefficients. We also consider VAR in level and VAR in diff... Continue reading: Vector Autoregressive Model (VAR) using R
http://dlvr.it/SDMYk6
http://dlvr.it/SDMYk6
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