Abdulgawwad Saeed, H., Taher Saleh, W., Saleh Al-Talib, M. (2017). The Bayesian Estimate of Vector Autoregressive Model Parameters Adopt Informative Prior Information. , 22(5), 156-162.
Haifaa Abdulgawwad Saeed; Wasfi Taher Saleh; Mahasen Saleh Al-Talib. "The Bayesian Estimate of Vector Autoregressive Model Parameters Adopt Informative Prior Information". , 22, 5, 2017, 156-162.
Abdulgawwad Saeed, H., Taher Saleh, W., Saleh Al-Talib, M. (2017). 'The Bayesian Estimate of Vector Autoregressive Model Parameters Adopt Informative Prior Information', , 22(5), pp. 156-162.
Abdulgawwad Saeed, H., Taher Saleh, W., Saleh Al-Talib, M. The Bayesian Estimate of Vector Autoregressive Model Parameters Adopt Informative Prior Information. , 2017; 22(5): 156-162.

The Bayesian Estimate of Vector Autoregressive Model Parameters Adopt Informative Prior Information

Tikrit Journal of Pure Science
Article 1, Volume 22, Issue 5, 2017, Pages 156-162
Authors
Haifaa Abdulgawwad Saeed; Wasfi Taher Saleh; Mahasen Saleh Al-Talib
Abstract
This research included the bayesian estimate for vector Autoregressive model with rank (p) in addition to statistical tests and predict Bayesian when the random error of model followed generalized multivariate modified Bessel distribution. The prior information about the parameters of model is represented by probability distributions belong to conjugate families. It found that the posterior marginal probability distribution for parameters matrix (Φ) is a Matrix t distribution, The posterior marginal probability distribution of covariance matrix (Σ) is uncommon and the predictive probability distribution of future observations vector is multivariate t distribution.
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