D09-F03-A01 · GUIDED MULTIVARIATE LAB

VAR

Learn to fit and audit a fixed-lag vector autoregression without confusing cross-lag association with structural causation.

Interpretation boundary
Fixed-lag VAR(1) with an intercept, fitted equation by equation with ordinary least squares and MLE residual covariance. Synthetic results demonstrate the contract; they do not identify a real economic shock or prove forecasting value.
Stage 1 of 5

1. Validate

VAR method-specific chartA method-specific view of the selected synthetic scenario and parameter profile.