Which model can be used to include multiple time series?
A) Arima model
B) Vector autoregression
C) Unit root
D) Correlogram

Name: Which model can be used to include multiple time series? A) Arima model B) Vector autoregression C) Unit root D) Correlogram
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Question

Quizplus · Accepted Answer

Vector autoregression (VAR) is a statistical model that captures the linear interdependencies among multiple time series.

Which Model Can Be Used to Include Multiple Time Series