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Econometrics VAR, SVAR, SVEC, VARIMAX models and specific tests

sebastian_gonzasebastian_gonza RapidMiner Certified Analyst, Member Posts: 52 Guru
edited December 2018 in Product Ideas

Hi

 

Lately I am doing a lot of forecasting but the operators for continuos time series data might not be very useful, despite there being ARIMA, regressions etc, I need to have quick deployment of vector autoregressive models such as VAR, SVAR, SVEC, VARIMA with their optimal orders and specific stationarity tests such as ADF, autocorrelations in residuals, etc ... to have the correct model for forecast quick, I am using R and other programs to tackle the lack of this operators in rapid and I think that It would be very useful if I had the toolkit that I need in rapid rather than in many other sources where it takes time to tune the models.

 

Please consider making and extensión for this type of models since clients are aware of them and the actual solutions migth be old for this new challenges.

 

Thanks

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Comments

  • SGolbertSGolbert RapidMiner Certified Analyst, Member Posts: 344 Unicorn

    VARMA would be very useful also, especially combined with RM's excellent optimization methods!

  • sebastian_gonzasebastian_gonza RapidMiner Certified Analyst, Member Posts: 52 Guru

    I completely agree!

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