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

تعليقات

المشاركات الشائعة من هذه المدونة

How to add R {magrittr}’s %>% Pipe Operator in VSCode as Keyboard Shortcut