1. It ts a sequence of multivariate autoregressive models for lags multivariate 0 to 10. For each...
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1. It ¯ts a sequence of multivariate autoregressive models for lags multivariate 0 to 10. For each model, the AIC is calculated and the model autoregression with the smallest AIC value is selected for use in subsequent steps.
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Related Book For
Forecasting Methods And Applications
ISBN: 9780471532330
3rd Edition
Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman
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