In this chapter, you will discover the VAR model, short for Vector Autoregression. A Vector Autoregression models the development over time of multiple variables at the same time.

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The VAR Model

  • Joos Korstanje

摘要

In this chapter, you will discover the VAR model, short for Vector Autoregression. A Vector Autoregression models the development over time of multiple variables at the same time.