query: What are the preconditions to fit a vector autoregression model?
positive_passages.docid: 7518
positive_passages.text: VAR or VECM for a mix of stationary and nonstationary variables
negative_passages.docid: 111400
negative_passages.text: Fit exponential distribution with noise
negative_passages.docid: 85142
negative_passages.text: References on auto-regressive distributed lags (ARDL) model
negative_passages.docid: 45858
negative_passages.text: How to compute varimax-rotated principal components in R?
negative_passages.docid: 147343
negative_passages.text: Estimating same model over multiple time series
negative_passages.docid: 27418
negative_passages.text: Identifiability of a state space model (Dynamic Linear Model)
negative_passages.docid: 154939
negative_passages.text: How can I handle autocorrelated residuals?
negative_passages.docid: 94798
negative_passages.text: Assumptions of linear regression
negative_passages.docid: 95315
negative_passages.text: Reference Request: Generalized Linear Models
negative_passages.docid: 105828
negative_passages.text: Diagnostics and residual analysis for Poisson regression
negative_passages.docid: 110323
negative_passages.text: bounded predictor variable modeling constraint
negative_passages.docid: 32035
negative_passages.text: How is the Box-Cox transformation valid?
negative_passages.docid: 99090
negative_passages.text: Autocovariance of an ARMA(2,1) process - derivation of analytical model for $\gamma( k)$
negative_passages.docid: 131097
negative_passages.text: Checking residuals for normality in generalised linear models
negative_passages.docid: 57445
negative_passages.text: Dollar-cost-averaging interval based on decay of autocorrelation?
negative_passages.docid: 99653
negative_passages.text: Resources suggestion about linear model
negative_passages.docid: 69347
negative_passages.text: Fitting Methods in Arima