Building a VAR Model in R
Justin Eloriaga
0:00 / 0:00
Building a VAR Model in R
69 891 просмотр · 6 л. назад
Justin Eloriaga
17,2 тыс. подписчиков
69 891 просмотр · 6 л. назад
This video, the first of a three-part series, discusses building a VAR model in R. This includes importing the dataset, lag selection, and model specification.
Dataset can be found and downloaded here:
https://drive.google.com/drive/folder...
Playlist Link: • VAR in R
Created by Justin S. Eloriaga
Website: justineloriaga.com