[R] VAR for Non Stationary series using R

Lal Prasad lal.prasad at gmail.com
Tue Feb 14 16:02:34 CET 2017

Hi All,

Is there any suggested approaches for using non-stationary series in VAR
model? As per otexts.org
there is something like "VAR in differences which could be used for such

Are there any other approaches for creating a forecasting mode non
stationary series in a multi variate series?

Any leads on this would be helpful. I'm looking for implementing this model
in R.


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