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Reply To: Question about VARMA forecast

Home 21090308 Forums Numerical Method Statistics Question about VARMA forecast Reply To: Question about VARMA forecast

#2930
hao.ding
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Your data is ill-defined. For example, you have two time series, one of them is:0,0,0,0,0,0,0,0,0.005,0.006. It seems very odd to me. And it is very likely that it will cause numerical problems in computations.