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 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
