UNIVARIATE AND MULTIVARIATE TIME SERIES REGRESSION MODELING USING AUTOREGRESSIVE DISTRIBUTED LAG AND VECTOR AUTOREGRESSIVE WITH EXOGENOUS VARIABLE
In our daily life, many events have a correlation with themselves in the past. More complex, some events have a causal relationship, therefore an event is not only influenced by itself in the past, but is also influenced by other events. This concept is known as time series regression. There are two...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/47746 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |