Graphical Techniques for Selecting Explanatory Variables for Time Series Data

DOI10.1111/1467-9876.00064MaRDI QIDQ4391143zbMATH OpenOpenAlexFDO

Authors John Marriott, A. N. Pettitt

Publication date 26 May 1998

Published in Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9876.00064

zbMATH Keywords

model selectionBayesian predictiontime series filter

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Graphical methods in statistics (62A09)

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Cited in

(2)

• Assessing a Bartlett plot
• The biplot graphic technique for the representation of multivariate time series

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