svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis
Open Access
- 1 January 2021
- journal article
- research article
- Published by Foundation for Open Access Statistic in Journal of Statistical Software
- Vol. 97 (5), 1-34
- https://doi.org/10.18637/jss.v097.i05
Abstract
Svars: An R Package for Data-Driven Identification in Multivariate Time Series AnalysisKeywords
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