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 ...

Time-series forecasting is the process of analyzing historical time-ordered data to forecast future data points or events. Time-series forecasting is commonly used in finance, supply chain management, ...

I wrote a package in Python to estimate structural vector autoregression models. An example is located here: https://lnkd.in/eMfK5CM It can be easily installed onto your local machine with ‘pip ...