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Building a VAR Model in R

Justin Eloriaga

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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