Stéphane Adjemian (Ryûk)
b297353b06
The taget in PAC equation can be decomposed into an arbitrary number of components (variables in the VAR auxiliary model). TODO Iterative OLS estimation (which is not the preferred estimation routine). TODO Decomposition in the routine evaluating the forecasts for each component. |
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| .. | ||
| example1.mod | ||
| substitution.mod | ||