Analytics Vidhya
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Analytics Vidhya

A Complete Introduction To Time Series Analysis (with R):: Exogenous models

We have come pretty far into our analysis of univariate time series. So far, we have considered some sort of time-based stochastic process X_{t}, dependent on current and previous noise and itself. However, what happens when in addition, we would like to model our endogenous process as also being dependent on external factors, or exogenous variables? First…

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