How to apply VAR model for a I(1) and other I(0) variable? Objective is to forecast
7518
VAR or VECM for a mix of stationary and nonstationary variables
12587
Why do I get constant forecast with the simple moving average model?
84675
How to interpret ARIMA(0,1,0)?
6068
ARIMA(1, 1, 0) Model
103272
Defining a univariate regression
140611
Conditional Expectations and Variances
133468
Assign zeros to large list of indexed variables
132472
VAR/VECM/ARDL optimal lag selection
131995
Two variables limit question
49877
Expected value and indicator random variable
42861
Inverse of sum of exponential random variables (mean and variance)
26550
ARMA/GARCH estimation in sequence
27926
Assigning Weights to An Averaged Forecast
64151
Time series with a sequence of zeros
80728
Why would var be a bad thing?
1348
Is there a difference between 'controlling for' and 'ignoring' other variables in multiple regression?
146242
Fitting a variable using multiple equations