biatian vector autoregration

sankhyiki aanee arthshastrat, biasian vector autoregration (bii. vhee. aar.) vector autoregration (vaar) modelcha andaj lavnyasathi biasian paddhati vaparte. bii. vhee. aar. heey manak vaar modelspeksha vegale aahe, kaaran model parameters nishchit mulyanaivaji purv sambhavyatesah yadruchchik chull mhanoon manale jaatat.
vector autoregration heey lavchik sankhyikeey model aahet jyat samanyatah anek mukt mapdand samavisht asatat. upalabdh asalelya mothya sankhyene asalelya mapdandanchya tulanet pramanit sthool aarthik detasetchi maryadit lambi lakshat gheta, atee-parameterization samasyela samore jaanyacha biasian paddhati haah eka adhikadhik lokpriy marg banala aahe. jase jase nirikshananchya chalanche praman vadhate, tastashi purv sambhavyatechi bhoomika adhikadhik mahattvachi hote. 
aniyantrit modella eka parcimonius bholya benchmarkade sankuchit karnyasathi mahitipurn pradhanyancha vapar karane, jyamule mapdand anishchitata qamee hote aanee andaj achookata sudharate, hii samanya kalpana aahe.
eka vaishishtyapurn udaharan mhanje robbert literman (1979) yanni prastavit kelele aanee tyanantar minnesota vidyapithatil itar sanshodhakanni vikasit kelele, (i.eae. sims see, 1989), jeey bower sahityat 'minnesota preper' mhanoon olakhale jaate. modelchya shrenibaddha vyakhyevar aadharit atirikt mapdand mhanoon tyakade laksh deuun aadhichya mahitichi mahitee nishchit kelee jaau shakate. 
visheshtah, minnesota purv asey gruheet dharato qee pratyek chull yadruchchik chalanyachya prakriyeche anusaran karato, bahudha pravahasah, aanee mhanoon nishchit aanee dnyat sahparivartan matricks mapdandanchya sanchavar eka samanya purv asato, jyacha andaj teen tantranpaiki eka tantrane lavala jailah ekparivartan ar, karn bhinn kinwa purn bhinn.
yaa prakarchya pratimecha andaj eviews, steta, python kinwa aar sankhyikeey sankulansah lavala jaau shakato. 
alikadil sanshodhanat asey disun aale aahe qee mothya deta sanchanchya modelingsathi biasian vector autoregration heey eka yogya sadhan aahe.

