An introduction to multiple time series analysis.

Abstract:

:An expository account of multiple time series analysis is presented. Modeling several related time series together makes it possible to ascertain dynamic leading, lagging, and feedback relationships among the series; to produce more efficient forecasts and, in some situations; to develop control schemes. Procedures for building linear vector autoregressive moving average models are sketched and illustrated. An extension to parallel vector time series in a hierarchical framework is given.

journal_name

Med Care

journal_title

Medical care

authors

Tiao GC

subject

Has Abstract

pub_date

1993-05-01 00:00:00

pages

YS71-4

issue

5 Suppl

eissn

0025-7079

issn

1537-1948

journal_volume

31

pub_type

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