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Illustrate vector autoregression (VAR) with two time series variables, Yt and Xt?

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Concept explainers

Vector Arithmetic

Vectors are those objects which have a magnitude along with the direction. In vector arithmetic, we will see how arithmetic operators like addition and multiplication are used on any two vectors. Arithmetic in basic means dealing with numbers. Here, magnitude means the length or the size of an object. The notation used is the arrow over the head of the vector indicating its direction.

Vector Calculus

Vector calculus is an important branch of mathematics and it relates two important branches of mathematics namely vector and calculus.

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Illustrate vector autoregression (VAR) with two time series variables, Y_t and X_t?

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