Orange: VAR Model

Sumber: https://orange.biolab.si/widget-catalog/time-series/var/

Model the time series using vector autoregression (VAR) model.

Input

Time series: Time series as output by As Timeseries widget.

Output

Time series model: The VAR model fitted to input time series.
Forecast: The forecast time series.
Fitted values: The values that the model was actually fitted to, equals to original values - residuals.
Residuals: The errors the model made at each step.

Using this widget, you can model the time series using VAR model.

• Model’s name. By default, the name is derived from the model and its parameters.
• Desired model order (number of parameters).
• If other than None, optimize the number of model parameters (up to the value selected in (2)) with the selected information criterion (one of: AIC, BIC, HQIC, FPE, or a mix thereof).
• Choose this option to add additional “trend” columns to the data:
  • Constant: a single column of ones is added
  • Constant and linear: a column of ones and a column of linearly increasing numbers are added
  • Constant, linear and quadratic: an additional column of quadratics is added
• Number of forecast steps the model should output, along with the desired confidence intervals values at each step.

Contoh

See also

ARIMA Model, Model Evaluation

Referensi

• https://orange.biolab.si/widget-catalog/time-series/var/

Pranala Menarik

• Orange