MENU

Fun & Interesting

Econometrics II: Vector Autoregressive Model (VAR)

Germinal G. Van 19,131 4 years ago
Video Not Working? Fix It Now

This tutorial is about the Vector Autoregressive Model (VAR). It starts with a review of multivariate regression analysis before moving into the VAR part. The reason why this tutorial starts with the multivariate regression analysis rather than the VAR is that the VAR is a multivariate type of regression analysis that is strictly designed for time-series data. Hence the VAR model is designed and structured after the multivariate regression. Moreover, this tutorial introduces the VAR model with VAR (1), then more advanced methods are performed throughout. After watching this tutorial, the learner should be able to understand how the VAR works and how to use it.

Comment