Closed pfistfl closed 4 years ago
It is unclear from the vars::VAR documentation which forms of exogenous variables we would allow with VAR. We should at least test a few simple use-cases like an additional, exogenous variable etc.
vars::VAR
VAR
added property exogenous. Now the autotest function adds exogenous variables if a learner has the property exogenous
It is unclear from the
vars::VAR
documentation which forms of exogenous variables we would allow withVAR
. We should at least test a few simple use-cases like an additional, exogenous variable etc.