# VARX Model Estimation and Analysis

**URL:** https://discourse.julialang.org/t/varx-model-estimation-and-analysis/96503
**Category:** Statistics
**Tags:** statsmodels, linear-regression
**Created:** [March 23, 2023, 12:32pm UTC](https://discourse.julialang.org/t/varx-model-estimation-and-analysis/96503 "2023-03-23T12:32:32Z")
**Posts on this page:** 1
**Showing post:** 2

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### Author: ![baggepinnen](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/baggepinnen/32/693_2.png) [@baggepinnen](https://discourse.julialang.org/u/baggepinnen)
#### Post date: [March 24, 2023, 5:48am UTC](https://discourse.julialang.org/t/varx-model-estimation-and-analysis/96503/2 "2023-03-24T05:48:27Z")

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Hello and welcome to the community 👋

What kind of data are you modelling? Would a [statespace model](https://baggepinnen.github.io/ControlSystemIdentification.jl/dev/ss/) on the form

\begin{aligned} x(k+1) &= Ax(k) + Bu(k) + Ew(k) \\ y(k) &= Cx(k) + w(k) \end{aligned}

work? This kind of model can be [easily converted](https://juliacontrol.github.io/ControlSystems.jl/stable/man/creating_systems/#Converting-between-types) to an multivariate ARX model after estimation if required.

> [@DionysisPap](#):
>
> and anaylis.

what kind of analysis are you interested in performing? There are a few model-validation methods implemented in [ControlSystemIdentification.jl](https://baggepinnen.github.io/ControlSystemIdentification.jl/dev/validation/), but they don’t really target the time-series usecase as much as they do the system-identification use case. See also [this post](https://discourse.julialang.org/t/how-can-we-create-a-leaner-ecosystem-for-julia/32904) for several packages targeting time-series use cases.

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