Hi, I was somewhat surprised that something quite basic didn't work out
well: Estimating a 6-dim VAR with roughly T=700 I'm selecting (in the
VAR model/system window) the combined residual plot, and I'm getting a
relatively small window --compared to the screen size-- where the
heights of each of
Am 30.10.21 um 21:01 schrieb Allin Cottrell:
On Sat, 30 Oct 2021, Artur T. wrote:
Of course, the order does not matter. However, that's why I asked
whether there exists a de facto standard. I simply tried to show what
sklearn (a de facto standard for data science) returns. By the way,
the
