Message-ID: <CACuGqaLxn4-OSU9MsrorojyPrZ1vrswh9GQnUOuJ5PjZ6gTW8Q@mail.gmail.com>
Date: 2017-02-14T15:02:34Z
From: Lal Prasad
Subject: VAR for Non Stationary series using R
Hi All,
Is there any suggested approaches for using non-stationary series in VAR
model? As per otexts.org
<http://stats.stackexchange.com/questions/261876/var-for-non-stationary-series-using-r>,
there is something like "VAR in differences which could be used for such
series.
Are there any other approaches for creating a forecasting mode non
stationary series in a multi variate series?
Any leads on this would be helpful. I'm looking for implementing this model
in R.
Regards
Lal
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