Tell me more ×
Cross Validated is a question and answer site for statisticians, data analysts, data miners and data visualization experts. It's 100% free, no registration required.
up vote 1 down vote favorite
  • What is a stationary VAR (vector autoregression)?
  • Can a VAR with non-stationary variables be stationary?
  • How do you test whether a VAR is stationary or non-stationary? (Example in R language if possible/applicable).
share|improve this question

Know someone who can answer? Share a link to this question via email, Google+, Twitter, or Facebook.

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.