Multivariate Time Series Forecasting : Nonparametric Vector Autoregression Using NNS
| Year of publication: |
2019
|
|---|---|
| Authors: | Viole, Fred |
| Publisher: |
[2019]: [S.l.] : SSRN |
| Subject: | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Description of contents: |
This quick note is intended to introduce the intuition behind the 'NNS.VAR' function in the "NNS" R-package, which serves as a nonparametric vector autoregression
|
freely available
| Extent: | 1 Online-Ressource (15 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 18, 2019 erstellt |
| Other identifiers: | 10.2139/ssrn.3489550 [DOI] |
| Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012859140