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vzn
vzn
5:11 PM
0
Q: multivariate AR general reference

vznam looking for a general reference on multivariate AR, autoregression. wikipedia treats/ covers the single-variable version but does not generalize or seem to cite any refs that have the multivariate case. also have nice book by Chatfield that covers the single-variable case but does not mention ...

time-series multivariate-analysis references convergence autoregressive
 
 
3 hours later…
Kodiologist
Kodiologist
8:20 PM
The substantively same questions was posted twice in a row by different users. Might they be two students in the same class? stats.stackexchange.com/q/304725 stats.stackexchange.com/q/304743
 

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