Vector Autoregressions it's a great tool to analyze and forecast multivariate time series, chiefly when multiple time series influence each other. For example, one might want to forecast the Air Quality by comparing this time series with others like humidity, temperature, and tungsten oxide.
VAR models may be added to Arauto as an alternative to ARIMA models.
Vector Autoregressions it's a great tool to analyze and forecast multivariate time series, chiefly when multiple time series influence each other. For example, one might want to forecast the Air Quality by comparing this time series with others like humidity, temperature, and tungsten oxide.
VAR models may be added to Arauto as an alternative to ARIMA models.