Examen
ISyE 6402 Midterm Prep With Complete Solutions 2022/2023
- Cours
- Établissement
Getting a 3 variable VAR model from summary(model) output of a VAR(1) model first matrix: first row are coefficients for Xt1, second row are coefficients for Xt2, etc... second matrix is Xt-1, i b/c this is a VAR(1) model last matrix are the constants eta_t is covariance matrix, direct co...
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