VECTOR AUTOREGRESSIVE MODELS USING “R”
Multivariate data analysis in the context of autoregressive models has evolved as a standard instrument in econometrics. In present, there are developed packages available in R for estimating time series models; one of the most useful package is vars (Pfaff, 2008) containing functions for diagnostic...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Romanian Foundation for Business Intelligence
2013-06-01
|
| Series: | SEA: Practical Application of Science |
| Subjects: | |
| Online Access: |
http://seaopenresearch.eu/Journals/articles/SPAS_1_5.pdf
|