MooAI Insight
FC Vector is related to the Fractionally Cointegrated Vector Autoregressive (FCVAR) model.
Here's a brief snippet of code for FCVAR:
Here's a brief snippet of code for FCVAR:
# Import necessary libraries
import numpy as np
from statsmodels.tsa.vector_ar.vecar_model import VAR
# Define the parameters
p = 1 # order of the model
d = 0 # differencing parameter
maxP = p
ic = 'bic' # criteria for selecting the optimal lag order
# Fit the FCVAR model
model = VAR(y, maxlags=maxP, ic=ic)
results = model.fit(differ_inflation_matrix=None)
# Print the summary of the model
print(results.summary())
Running on Titan Engine | Model: llama3.2 | GPU Accelerated
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