Vector Autoregressive Models for Multivariate Time Series
作者： Eric Zivot , Jiahui Wang
DOI: 10.1007/978-0-387-21763-5_11
关键词:
摘要: The vector autoregression (VAR) model is one of the most successful, flexible, and easy to use models for the analysis of multivariate time series. It is a natural extension of the …
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sci-hub.st 参考文章(18)
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