AN INTRODUCTION TO MULTIPLE TIME-SERIES ANALYSIS

被引：0
|
作者：
TIAO, GC
机构：
来源：
MEDICAL CARE | 1993年 / 31卷 / 05期
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中图分类号：
R19 [保健组织与事业（卫生事业管理）];
学科分类号：
摘要：
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.
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页码：YS71 / YS74
页数：4
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