An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages ...

├── src/ # Source code │ ├── data_utils.py # Data generation and loading utilities │ ├── models.py # Time series forecasting models │ ├── visualization.py # Visualization utilities │ ├── main.py # ...