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 Carejournal_title
Medical careauthors
Tiao GCsubject
Has Abstractpub_date
1993-05-01 00:00:00pages
YS71-4issue
5 Suppleissn
0025-7079issn
1537-1948journal_volume
31pub_type
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