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Results tagged with vector-autoregression
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user 124847
Vector Auto-Regression, a multivariate time-series model / method. Under VAR, each univariate time-series is a linear combination of its own previous values and the previous values of the other series.
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0
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Evaluating results of VAR (Vector Autoregression) using R
I am trying to evaluate the results of a prediction obtained with the R function VAR. I have reproduced an example with two time series so that others can also implement it (the data set is read from …
- 221
1
vote
0
answers
1k
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Evaluating results for VAR and ARIMA
Comparing ARIMA and VAR
Hi everybody,
I want to evaluate the performance of VAR (Vector Autoregression) and ARIMA (Auto regressive Integration Moving Average) using two time series X and Y. I have …
- 221
1
vote
0
answers
301
views
Evaluating results of VAR (Vector Autoregression) using R
I am trying to evaluate the results of a prediction obtained with the R function VAR. I have reproduced an example with two time series so that others can also implement it (the data set is read from …
- 221