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STAT 497 LECTURE NOTE 13

STAT 497 LECTURE NOTE 13. VAR MODELS AND GRANGER CAUSALITY. VECTOR TIME SERIES. A vector series consists of multiple single series. Why we need multiple series? To be able to understand the relationship between several components To be able to get better forecasts. VECTOR TIME SERIES.

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Ar order - PowerPoint PPT Presentation

STAT 497 LECTURE NOTE 13