Introduction

You Will Know

• topic1

Why Should You Learn These

• VAR 모형은 Granger Causality, Non-linear Process Model의 이해에 필요

Contents

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1. Background of Multivariate Linear Process

2. Vector Auto-Regressive Model (VAR)

3. Impulse Response Function

4. Misunderstanding at Correlation and Causality

5. Granger Causality

6. Cointegration Model (공적분 모형)

Conclusions

References

• link1

Further Readings

• a further reading for topic 1

Note

• VAR 다시 보고 정리할것
• Granger Causality 정리 depth 잘 맞춰서 다시 할것