[R]R言語で多変量時系列解析 - yokkunsの日記Rで、多変量時系列解析であるベクトル自己回帰（VAR）をやってみる。 とりあえず、動かしてみる > library(vars) > data("Canada") > library(vars) > data("Canada") > print(Canada[1:5,]) prod e U rw [1,] 405.3665 929.6105 7.53 386.1361 [2,] 404.6398 929.8040 7.70 388.1358 [3,] 403.8149 930.3184 7.47 390.5401 [4,] 404.2158 931.4277 7.27 393.9638 [5,] 405.0467 932.6620 7.37 396.7647 > summary(Canada) e prod rw U Min. :928.6 Min. :401.3 Min. :386.1 M
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