Vector autoregression

Vector autoregression (VAR) is a statistical model used to capture the relationship between multiple quantities as they change over time. VAR is a type of stochastic process model.

Source: Wikipedia — Vector autoregression (CC BY-SA 4.0)

Vector autoregression

Vector autoregression (VAR) is a statistical model used to capture the relationship between multiple quantities as they change over time. VAR is a type of stochastic process model.

Source: Wikipedia "Vector autoregression" · CC BY-SA 4.0

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