Hi /sci/
I am working with time series right now and I have to write down my VAR(p) model.
From the analysis I have to use a VAR(10) model (don't mind if that's wrong). But how does a fully written out equation look?
I was thinking it looks like Yt= c + ?1Yt?1+?2Yt?2+ ··· + ?10Yt?10
Is this correct?
Also, how would I write out the equation for a time series that is described with quadratic trend, 4 seasonal dummies (quarterly data), and an ARIMA(3, 0, 0) to capture cyclicality?
First time with time series and I am clearly not math background. So if I explained it very poorly, please say so.
I am working with time series right now and I have to write down my VAR(p) model.
From the analysis I have to use a VAR(10) model (don't mind if that's wrong). But how does a fully written out equation look?
I was thinking it looks like Yt= c + ?1Yt?1+?2Yt?2+ ··· + ?10Yt?10
Is this correct?
Also, how would I write out the equation for a time series that is described with quadratic trend, 4 seasonal dummies (quarterly data), and an ARIMA(3, 0, 0) to capture cyclicality?
First time with time series and I am clearly not math background. So if I explained it very poorly, please say so.
