My tutorial at PyData San Francisco 2016 Multivariate Time Series Modeling lag-I of the K series...
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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