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GitHub / Jsos17 / A_Vector_Autoregressive_Model

Building a vector autoregressive model with R. My coursework for the course Time Series Analysis II (offered by University of Helsinki's Master's Programme in Mathematics and Statistics), spring 2020.

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Jsos17%2FA_Vector_Autoregressive_Model

Stars: 1
Forks: 1
Open Issues: 0

License: None
Language: TeX
Repo Size: 3.71 MB
Dependencies: 0

Created: about 4 years ago
Updated: over 1 year ago
Last pushed: 5 months ago
Last synced: 5 months ago

Topics: multivariate-timeseries, r, time-series, time-series-analysis, time-series-econometrics, timeseries, timeseries-analysis, vector-autoregression, vector-autoregressions, vector-autoregressive

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