PDF-2var—Vectorautoregressivemodels

Author : lois-ondreau | Published Date : 2015-08-22

DescriptionvartsamultivariatetimeseriesregressionofeachdependentvariableonlagsofitselfandonlagsofalltheotherdependentvariablesvaralsotsavariantofvectorautoregressiveVARmodelsknownastheVARXmodel

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