The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application
Ela Mercedes M. Toscano and Valdério Anselmo Reisen
| Year of publication: |
2000
|
|---|---|
| Authors: | Toscano, Ela Mercedes M. ; Reisen, Valdério Anselmo |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 19.2000, 5, p. 441-456
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| Subject: | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Theorie | Theory | ARMA-Modell | ARMA model | Korrelation | Correlation |