How to Use Vector Autoregressive (VAR) Models /

When data are arranged chronologically, they are called time-series data. Time-series data have some unique features. For example, they may be correlated with their previous term, a feature called autocorrelation. Another feature is that data are nonstationary (i.e., their mean, variance, or covaria...

Full description

Bibliographic Details

Main Author:	Aggarwal, Shalini
Other Authors:	Arora, Sunita, Kaur, Arvinder
Format:	eBook
Language:	Undetermined
Published:	Sage Publications Ltd 2025
Subjects:	Economic forecasting > Case studies Electronic books.
Online Access:	Connect to the full text of this electronic book