About this document

Advanced Forecasting Techniques in R by fredy alexander lopez granados is a document available to read on EtoBox.

The document discusses advanced forecasting methods using R, including vector autoregressions (VARs) and time series with complex seasonality. VARs allow for feedback relationships between variables and are useful for forecasting related variables, testing for Granger causality, impulse response analysis, and forecast error variance decomposition. Examples show how to fit and analyze VAR models in R. Time series with complex seasonality, such as daily/weekly patterns and seasonal effects, are also discussed

Author

fredy alexander lopez granados

Language

EN