a) Using the VAR function in the vars package, fit a multivariate VAR model to the four
No answer yet for this question.
Ask a Tutor
Question:
a) Using the VAR function in the vars package, fit a multivariate VAR model to the four economic variables in the Canadian data (which can be loaded from within the vars package with the command data(Canada)).
b) Using the fitted VAR model, make predictions for the next year. Add these predictions to a time series plot of each variable.
Related Book For
Practicing Statistics Guided Investigations For The Second Course
ISBN: 9780321586018
1st Edition
Authors: Shonda Kuiper, Jeff Sklar
Posted Date: