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![Vector autoregression - Wikipedia, the free encyclopedia](https://www.iarticlesnet.com/pub/img/site/s_05.jpeg)
Vector autoregression - Wikipedia, the free encyclopedia
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日期:2024-08-18
Vector autoregression (VAR) is an econometric model used to capture the linear interdependencies among multiple time series. VAR models generalize the univariate autoregression (AR) models by allowing for more than one evolving variable. All variables in ...看更多