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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Forecasting Methods And Applications

ISBN: 9780471532330

3rd Edition

Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman

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