A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
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Updated
Feb 14, 2024 - Julia
A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
A vector-autoregressive analysis of the effects COVID-19 had on the German stock market
Time series analysis of the APEC countries. Search for structural shifts in data. Checking for the ARCH effect. Building ARMA- and VAR-models. Forecasting GDP in several ways. / Анализ временных рядов стран АТЭС. Поиск структурных сдвигов в данных. Проверка наличия ARCH-эффекта. Построение ARMA- и VAR-моделей. Прогнозирование ВВП.
Time Series Modeling in R: ARIMA & VAR Models
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