Vector Autoregression - Example 1 (R)

Notes and Considerations

The output of the analysis is given in the file "Time Series Vector Autoregression - Example 1 (R).docx" attached at the bottom of this page.

See also the page Granger causality - Example 1 (R) for a similar example based on Granger Causality.

Data Set

See the file "WASDE_BroilerFull_and_EggAndProductFull.xlsx" attached at the bottom of this page.

Analysis or Script File

See the file "chicken-egg using VAR.R.txt" attached at the bottom of this page.