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Published 20 hours ago • verified publisher icon lucabrugnolini
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Vector autoregressive model in Julia

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Add stability check

Suggestion: add a method that checks eigenvalues and returns whether VAR is stable. From browsing the code quickly there's already a function that generates the companion form, so it'll be...

sellingsrud avatar sellingsrud

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verified publisher icon lucabrugnolini

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Vector autoregressive model in Julia

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