Causality Analysis and Multivariate Autoregressive Modelling with an Application to Supermarket Sales Analysis

This paper describes a modelling methodology for multivariate stochastic processes. The concept of multiple causality is discussed and a procedure to detect multiple causality is suggested. The data of a major Canadian supermarket is analyzed and a multivariate autoregressive model for this supermarket is constructed and estimated. Several empirical findings are reported

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Year of publication:	[2014]
Authors:	Caines, Peter
Other Persons:	Keng, C. W. (contributor) ; Sethi, Suresh (contributor)
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Lebensmitteleinzelhandel \| Food retailing \| Kausalanalyse \| Causality analysis \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation