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LOST-STATS / lost-stats.github.io

Source code for the Library of Statistical Techniques
https://lost-stats.github.io/
GNU General Public License v2.0
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Create Time Series Page on VAR Models #181

Closed gionikola closed 2 years ago

gionikola commented 2 years ago

I've written a page on VAR models that includes an R demo.

Coming up with a concise description of VARs has been challenging -- discussions of identification have largely been left out. Let me know if you'd like me to add/correct anything. I might tweak things slightly after the PR goes through.

NickCH-K commented 2 years ago

This is great! Thank you