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Gaia Ceresa


Last seen: 11ヶ月 前 2022 年からアクティブ

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Length of time series to estimate VAR model
I created a VAR(p) model with 12 time series (Y) highly correlated. p is detected iteratively in the interval [1,4] by comparing...

2年以上 前 | 1 件の回答 | 0

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