Aspects of bivariate time series

Aspects of bivariate time series

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Exponential smoothing algorithms are very attractive for the practical world such as in industry. When considering bivariate exponential smoothing methods, in addition to the properties of univariate methods, additional properties give insight to relationships between the two components of a pro...

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Bibliographic Details
Main Author: Seeletse, Solly Matshonisa
Other Authors: Markham, Roger, 1941-
Format: Others
Language:en
Published: 2015
Subjects:
Exponential smoothing algorithms
Bivariate ARMA models
Bivariate structural models
State space models
Kalman filter
Granger-causality
Cointegration
Point forecasts
Forecast regions
Autoregressions
Common factors
519.55
Time-series analysis
Multivariate analysis
Online Access:Seeletse, Solly Matshonisa (1994) Aspects of bivariate time series, University of South Africa, Pretoria, <http://hdl.handle.net/10500/17705>
http://hdl.handle.net/10500/17705

Internet

Seeletse, Solly Matshonisa (1994) Aspects of bivariate time series, University of South Africa, Pretoria, <http://hdl.handle.net/10500/17705>
http://hdl.handle.net/10500/17705

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