The VARMAX Procedure
Getting Started: VARMAX Procedure
- Vector Autoregressive Model
- Bayesian Vector Autoregressive Model
- Vector Error Correction Model
- Bayesian Vector Error Correction Model
- Vector Autoregressive Fractionally Integrated Moving Average Model
- Vector Autoregressive Model with Exogenous Variables
- Parameter Estimation and Testing on Restrictions
- Causality Testing
- Multivariate GARCH Models
This section provides several examples of the types of models that the VARMAX procedure supports.
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Last updated: November 05, 2018