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vector-autoregression-models

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xxl4tomxu98 / vector-autoregressive-model-wage-inflations

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An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages like R statistical programming language with R Studio could also be used.

python jupyter-notebook statsmodels multivariate-timeseries econometric-analysis vector-autoregression-models
  • Updated Jul 2, 2021
  • Jupyter Notebook

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