Comparison of Forecasting Performance with VAR vs. ARIMA Models Using Economic Variables of Bangladesh
Md. Salauddin Khan & Umama Khan · Asian Journal of Probability and Statistics · 2020
The main concept of this research was forecasting a group of variables simultaneously, thus making use of correlations among the variables. This research aims to check forecasting performance among different VAR and ARIMA models applying some economic indicators of Bangladesh. Da...