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.
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