Download Resources
1 min
Intuition behind VAR model formula
11 min
Building VAR model in Python
4 min
Import Dataset
2 min
Visualize the time series
2 min
Testing Causation using Granger’s Causality Test
8 min
Cointegration Test
7 min
Split the series into training and testing data
2 min
Course Review
1 min
Check for the stationary and make Time Series Stationary
8 min
How to select the order (p) of VAR model
5 min
Train the VAR model of selected order
6 min
Check for serial correlation of residual (errors) using Durbin Watson Statistics
2 min
How to forecast VAR model using stats model
3 min
Invert the transformation to get the real forecast
1 min
Plot of Forecast vs Actual
1 min
Evaluate the forecast
1 min
VARMA Model
15 min
VARMAX with Exogenous Data
16 min
Auto ARIMA on VARMA for Model Selection
15 min

