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MULTIVARIATE TIME SERIES & FORECASTING MULTIVARIATE TIME SERIES & FORECASTING

MULTIVARIATE TIME SERIES & FORECASTING - PowerPoint Presentation

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Uploaded On 2018-02-09

MULTIVARIATE TIME SERIES & FORECASTING - PPT Presentation

1 2 autocovariance function of the individual time series 3 Vector ARMA models if the roots of the equation are all greater than 1 in absolute value Then infinite MA representation ID: 629634

amp model series time model amp time series variance data var vector models autoregressive matrix arch process acf multivariate

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