Time series analysis: Vector Auto-Regressive model

KNIME Analytics Platform
1

Hello, everyone.

I check that KNIME has ARIMA node.

I’m wondering is there any node for Vector Auto-Regressive model in KNIME?

And other time series nodes?

Thanks for helping me!

2

Hi there!

Yes, KNIME does have set of ARIMA nodes that are currently in KNIME labs. Feel free to check them out and give us your opinion.

For other nodes regarding time series check this link:

but there is no node for Vector autoregression model. If R is an option for you then you can use some of its packages for VAR models from within KNIME as there is R integration in KNIME :wink:

Br,
Ivan