Clustering vector autoregressive models: Capturing qualitative differences in within-person dynamics

In psychology, studying multivariate dynamical processes within a person is gaining ground. An increasingly often used method is vector autoregressive (VAR) modeling, in which each variable is regressed on all variables (including itself) at the previous time points. This approach reveals the tempor...

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Bibliographic Details
Main Authors: Kirsten Bulteel, Francis Tuerlinckx, Annette Brose, Eva Ceulemans
Format: Article
Language:English
Published: Frontiers Media S.A. 2016-10-01
Series:Frontiers in Psychology
Subjects:
Online Access:http://journal.frontiersin.org/Journal/10.3389/fpsyg.2016.01540/full