Multi-Variate Time Series Forecasting (VAR Model)| Complete Python Tutorial
In this tutorial i guide you through a multi-variate time series forecasting project. I implement the Vector Auto Regression(VAR) model in python. I cover:
1. Preparing data for time series analysis
2. Converting non-stationary data to stationary data
3. Running the granger causality test for vector auto regression
4. Visualizing your time series data
5. Using VAR class to find order of your time series
6. Forecasting into the future using the VARMAX class in python
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Github Source Code: https://github.com/nachi-hebbar/Multi...
You can connect with me on my socials:
Linkedin: / nachiketa-hebbar-86186515b
My 2nd Youtube Channel: / @nachitalks
My medium account(I publish blogs here): / nachihebbar
Recommended Books to get better at Time Series Analysis and Python:
1)Practical Time Series Analysis: https://amzn.to/31lsLhq
2)Time Series with Python: https://amzn.to/2Ez073m
3)Hands-On Time Series Analysis with R: https://amzn.to/3aUxuKq
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