Community Profile

photo

Gaia Ceresa


Last seen: 4 days ago Active since 2022

Statistics

Content Feed

View by

Question


Length of time series to estimate VAR model
I created a VAR(p) model with 12 time series (Y) highly correlated. p is detected iteratively in the interval [1,4] by comparing...

4 months ago | 0 answers | 0

0

answers