copula-path-forecast

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xxl4tomxu98 / econometrics-gdp-dpi-VAR
Multivariate time series Vector Autoregression Model (VAR) on real world GDP and DPI (and some other indexes). Bayesian Structured Time Series (BSTS).
statmodels python vector-autoregression-models econometric-analysis forecasting-models time-series-analysis bayesian-inference bayesian-var-models copula-path-forecast latent-factor-model variational-bayes dynamic-generalized-linear-models multi-step-ahead-forecasting
Language:Jupyter Notebook 9