Analytics India Magazine

Hands-On Tutorial on Vector AutoRegression(VAR) For Time Series Modeling

VAR models analyse and predict multivariate time series data, unlike univariate autoregressive models. These models are particularly useful in fields such as economics and weather forecasting. VAR ...
GitHub

Vector_Autoregression_-VAR-_for_Scenario_Weights

This project implements a Vector Autoregression (VAR)–based framework to derive macroeconomic scenario weights for Expected Credit Loss (ECL) estimation, inspired by Moody’s Analytics (2019).
IEEE

A Time-Varying Bayesian Compressed Vector Autoregression for Macroeconomic Forecasting

Abstract: This paper presents macroeconomic forecasting by using a time-varying Bayesian compressed vector autoregression approach. We apply a random compression by using projection matrix to randomly ...
Asian Development Bank

Maldives Macroeconomic Forecasting: A Component-Driven Quarterly Bayesian Vector Autoregression Approach

This study aims to build an efficient small-scale macroeconomic forecasting tool for Maldives using Bayesian vector autoregression estimations to circumvent the "curse of dimensionality" and ...
Scientific Research Publishing

Utilizing the Vector Autoregression Model (VAR) for Short-Term Solar Irradiance Forecasting ()

Forecasting solar irradiance is a critical task in the renewable energy sector, as it provides essential information regarding the potential energy production from solar panels. This study aims to ...