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
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freely available