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A application tutorial about Baysian Vector Autoregression? #1658

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chowyifat opened this issue Oct 3, 2023 · 1 comment
Open

A application tutorial about Baysian Vector Autoregression? #1658

chowyifat opened this issue Oct 3, 2023 · 1 comment
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good first issue Good for newcomers Tutorials/Examples

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@chowyifat
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NumPyro is quite a good package about probabilistic programming, I have seen there is a tutorial about AR(2).

Cause VAR is quite important in economics, wish you and your team could post a tutorial about this. :D
@fehiepsi fehiepsi changed the title Could you please post a application tutorial about Baysian Vector Autoregression? A application tutorial about Baysian Vector Autoregression? Oct 4, 2023
@nikolageorgiev2000
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I can pick this up

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@fehiepsi @chowyifat @nikolageorgiev2000