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- Publisher
- Springer Journals
- Copyright
- Copyright © The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2023. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
- ISSN
- 2198-5804
- eISSN
- 2198-5812
- DOI
- 10.1007/s40745-023-00468-2
- Publisher site
- See Article on Publisher Site
Abstract
In present scenario, handling covariate/explanatory variable with the model is one of most important factor to study with the models. The main advantages of covariate are it’s dependency on past observations. So, study variable is modelled after explaining both on own past and past and future observation of covariates. Present paper deals estimation of parameters of autoregressive model with multiple covariates under Bayesian approach. A simulation and empirical study is performed to check the applicability of the model and recorded the better results.
Journal
Annals of Data Science – Springer Journals
Published: May 4, 2023
Keywords: Autoregressive model; Covariate; Bayesian inference