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bayesian-var-models

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xxl4tomxu98 / econometrics-gdp-dpi-VAR

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Multivariate time series Vector Autoregression Model (VAR) on real world GDP and DPI (and some other indexes). Bayesian Structured Time Series (BSTS).

python bayesian-inference forecasting-models time-series-analysis variational-bayes latent-factor-model multi-step-ahead-forecasting dynamic-generalized-linear-models statmodels econometric-analysis vector-autoregression-models bayesian-var-models copula-path-forecast
  • Updated Aug 16, 2022
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