AN INTRODUCTION TO MULTIPLE TIME-SERIES ANALYSIS

被引：0

作者：

TIAO, GC

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来源：

MEDICAL CARE | 1993年 / 31卷 / 05期

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暂无

中图分类号：

R19 [保健组织与事业（卫生事业管理）];

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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.

引用

页码：YS71 / YS74

页数：4

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