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Page 1: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 2: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 3: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 4: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 5: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 6: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 7: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 8: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 9: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 10: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 11: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 12: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 13: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 14: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 15: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 16: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 17: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 18: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 19: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 20: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 21: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 22: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 23: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 24: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 25: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 26: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 27: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 28: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 29: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 30: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 31: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 32: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 33: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 34: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 35: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 36: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 37: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 38: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 39: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 40: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 41: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 42: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 43: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 44: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 45: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 46: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 47: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 48: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 49: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 50: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 51: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 52: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 53: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 54: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 55: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 56: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 57: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 58: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 59: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 60: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 61: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 62: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 63: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 64: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of
Page 65: My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series exogenous series o Yl,t xt-l, xt-2 —fKb'1,t-1, Yl,t-p, xt-l, xt-2 • lag-p of