Edit: Question Answered. Instead, could you please tell me how can I delete a topic once I post it, if that's possible. Cheers
Greetings,
I have a question regarding the definition of the VAR model. What follows is the basic theory behind it.
Could you please explain to me what the covariance matrix Σ is?
Thank You,
A
Greetings,
I have a question regarding the definition of the VAR model. What follows is the basic theory behind it.
Could you please explain to me what the covariance matrix Σ is?
Thank You,
A
Last edited: