python实战部分 import matplotlib.pyplot as plt import pandas as pd import numpy as np from statsmodels.tsa.stattools import adfuller from statsmodels.tsa.api import VAR from statsmodels.tsa.stattools import grangercausalitytests from statsmodels.tsa.vector_ar.vecm import coint_johansen from statsmodels....
python jupyter-notebook statsmodels multivariate-timeseries econometric-analysis vector-autoregression-models Updated Jul 2, 2021 Jupyter Notebook xxl4tomxu98 / econometrics-gdp-dpi-VAR Star 9 Code Issues Pull requests Multivariate time series Vector Autoregression Model (VAR) on real world GDP ...
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LARS-WG is a well-known statistical downscaling model often used in climate prediction by constructing a climate change prediction model based on the vector autoregression (VAR) model and considering the impact of historical meteorological data on future climate for downscaling GCM outputs, such as ...