Vector autoregressive model. This is a regression method used to
establish the temporal relationship between the original time series and
the modes generated by quantum walks. The core algorithm comes from MTS(ver. 1.1.1).
Usage
qwdap.var(in_data, data_range, plotting)
Value
a 'QWMODEL' object which includes the information of regression analysis.
Arguments
in_data
a 'QWMS' object, which includes the target series and the
selected modes which can be obtained from modes selection.