Archives for vector autoregression


VAR models are different from univariate autoregressive models because they allow analysis and make predictions on multivariate time series data.
The post Hands-On Tutorial on Vector AutoRegression(VAR) For Time Series Modeling appeared first on Analytics India Magazine.


Machine Learning is widely used for classification and forecasting problems on time series problems. When there is a predictive model to predict an unknown variable; where time acts as an independent variable and a target dependent variable, time-series forecasting comes into the picture. A predicted value can be anything — from the salaries of a…
The post MultiVariate Time Series Analysis For Data Science Rookies appeared first on Analytics India Magazine.