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A VAR with p lags can always be equivalently rewritten as a VAR with only one lag by appropriately redefining the dependent variable. The transformation amounts to stacking the lags of the VAR(p) variable in the new VAR(1) dependent variable and appending identities to complete the precise number of equations. For example, the VAR(2) model
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Vector autoregressions are flexible statistical models that typically include many free parameters. Given the limited length of standard macroeconomic datasets relative to the vast number of parameters available, Bayesian methods have become an increasingly popular way of dealing with the problem of over-parameterization .
Python's name is derived from the British comedy group Monty Python, whom Python creator Guido van Rossum enjoyed while developing the language. Monty Python references appear frequently in Python code and culture; [190] for example, the metasyntactic variables often used in Python literature are spam and eggs instead of the traditional foo and ...
A literal is either a variable (in which case it is called a positive literal) or the negation of a variable (called a negative literal). A clause is a disjunction of literals (or a single literal). A clause is called a Horn clause if it contains at most one positive literal.
Markov's inequality (and other similar inequalities) relate probabilities to expectations, and provide (frequently loose but still useful) bounds for the cumulative distribution function of a random variable. Markov's inequality can also be used to upper bound the expectation of a non-negative random variable in terms of its distribution function.
Here, as usual, stands for the conditional expectation of Y given X, which we may recall, is a random variable itself (a function of X, determined up to probability one). As a result, Var ( Y ∣ X ) {\displaystyle \operatorname {Var} (Y\mid X)} itself is a random variable (and is a function of X ).
In computing, signedness is a property of data types representing numbers in computer programs. A numeric variable is signed if it can represent both positive and negative numbers, and unsigned if it can only represent non-negative numbers (zero or positive numbers).