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dynamic-factor-models

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nicholasjclark / mvgam

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{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for multivariate modeling and forecasting

timeseries forecasting rstats multilevel-models stan bayesian-statistics generalized-additive-models time-series-analysis ecological-modelling generalised-additive-models vector-autoregression multivariate-timeseries gaussian-process vectorautoregression dynamic-factor-models joint-species-distribution-modelling
  • Updated May 12, 2025
  • R

berasaikat / time-series-analysis-of-tcs-stock-prices-2004-2021

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I have performed a time series analysis of the stock prices of Tata Consultancy Services from 2002 to 2021. I have started by visualising the data. And then I fitted models like an autoregressive integrated moving average (ARIMA) model, Vector autoregression (VAR), SARIMA (seasonal ARIMA) model, UCM, and Dynamic Factor models.

timeseries time-series tsa arima time-series-analysis sarima sarima-model dynamic-factor-models ucm-model
  • Updated Dec 12, 2022
  • Jupyter Notebook

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