Displaying 1 result from an estimated 1 matches for "tp3246982p3247780".
2011 Jan 30
1
Using the vars package to find time series corelations or impact
Hi you all,
I have couple of questions regarding how to use the vars package (the vector
autoregression model) to find co-relation/ impact between multiple time
series. I am not majoring in economic, I just want to use vars to check how
those time series I had impacting each other. I also hope this post can give
those non-economic majors a step by step guide on how to start using the
vars