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Martin
  • Member for 4 years, 7 months
  • Last seen more than a month ago
  • Germany
4 votes
Accepted

What is multi-step time series forecasting?

3 votes

Interpretation of the Impulse Response Function - VAR Estimation

3 votes

Forecasting the number of visitors in each hotel in a city

2 votes

Optimal lag-selection in VAR-model in R

1 vote

How to perform 1 step ahead forecasts with a VAR function

1 vote

VAR estimation-How to interpret the results?

1 vote

Applying Simple Linear Regression Model on Time Series

1 vote

How do you build and train a model using time-series data?

1 vote
Accepted

Direction of orthogonalization in the `vars` package in R

0 votes

Time series analysis - Seasonal variation problem

0 votes

Importance of regressors in time series data

0 votes

VAR Impulse response with a dummy variable

0 votes

Detecting significant changes in groups of values over certain ranges of time-series

0 votes

VAR, test for normality, autocorrelation and heteroskedasticity- should I use stationary first differences for these tests?

0 votes
Accepted

Estimating a VAR using OLS vs GLS

0 votes

Time Series Analysis for a Newbie

0 votes

Should I check structural breaks when forecasting, given limited time window

0 votes
Accepted

How to analyse an impulse response function with more than 2 variables?