Documents STAT 497 LECTURE NOTE 11

STAT 497 LECTURE NOTE 11 VAR MODELS AND GRANGER CAUSALITY * VECTOR TIME SERIES A vector series consists of multiple single series. Why we need multiple series? To be able…

Documents STAT 497 LECTURE NOTE 11 VAR MODELS AND GRANGER CAUSALITY 1.

STAT 497 LECTURE NOTE 11 VAR MODELS AND GRANGER CAUSALITY * VECTOR TIME SERIES A vector series consists of multiple single series. Why we need multiple series? To be able…