DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA
From MaRDI portal
Publication:4743618
DOI10.1111/j.1467-9892.1982.tb00346.xzbMath0506.62071MaRDI QIDQ4743618
Publication date: 1982
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00346.x
autoregressive models; Canadian money and income data; differencing multiple time series; integrated stochastic processes
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Cites Work
- Unnamed Item
- Estimation for autoregressive processes with unit roots
- Estimation of the parameters of stochastic difference equations
- On the structure of moving average processes
- Forecasting aggregates of independent ARIMA processes
- Fitting autoregressive models for prediction
- Statistical predictor identification
- Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
- Multiple Time Series Analysis and the Final Form of Econometric Models