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A application tutorial about Baysian Vector Autoregression? #1658

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chowyifat opened this issue Oct 3, 2023 · 2 comments · Fixed by #1915
Closed

A application tutorial about Baysian Vector Autoregression? #1658

chowyifat opened this issue Oct 3, 2023 · 2 comments · Fixed by #1915
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good first issue Good for newcomers Tutorials/Examples

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@chowyifat
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NumPyro is quite a good package about probabilistic programming, I have seen there is a tutorial about AR(2).

Cause VAR is quite important in economics, wish you and your team could post a tutorial about this. :D
@fehiepsi fehiepsi changed the title Could you please post a application tutorial about Baysian Vector Autoregression? A application tutorial about Baysian Vector Autoregression? Oct 4, 2023
@nikolageorgiev2000
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I can pick this up

@aibit0111 aibit0111 mentioned this issue Nov 23, 2024
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@aibit0111
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Hi @fehiepsi, Can you please review this?

fehiepsi pushed a commit that referenced this issue Dec 4, 2024
@aibit0111
Add Bayesian VAR(2) example script #1658 (#1915)
244ff38 
* Add Bayesian VAR(2) example script

* Added index with thumbnail

* Fix Linting issues

* Apply ruff formatting to examples/var2.py

* Added header

* Added Header

* Added Header

* Added header

* shape fixed and added event

* Added dim and event
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Add Bayesian VAR(2) example script #1658 aibit0111/numpyro
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@fehiepsi @aibit0111 @chowyifat @nikolageorgiev2000