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user 37200
Questions seeking external references (books, papers, etc.) about a particular subject. Always use a more specific tag in addition.
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What are the more Advanced models for time series
As far as my studies go, I did:
ARIMA in all sauces
Dynamic linear models/state space model. The basics
VAR(IMA)
VECM
I then tried to see if there is a model that combines some or most of the ide …
- 69.5k