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“VAR, VECM & Cointegration | Time Series Dynamics Explained”
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YouTubePrince Jain
“VAR, VECM & Cointegration | Time Series Dynamics Explained”
📊 VAR, VECM & Cointegration | Time Series Dynamics Explained In this video, we explore advanced multivariate time series models: - Vector Auto Regression (VAR) for modeling dynamic relationships between multiple variables - Vector Error Correction Model (VECM) for cointegrated series - Johansen Cointegration Technique for testing long-run ...
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