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0.0.15

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    • BayesianVARMAX
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Statespace Models#

BayesianVARMAX(order[, endog_names, ...])

Vector AutoRegressive Moving Average with eXogenous Regressors

Structural Components#

  • Structural Components
    • LevelTrendComponent
    • AutoregressiveComponent
    • TimeSeasonality
    • FrequencySeasonality
    • MeasurementError
    • StructuralTimeSeries
    • Component

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