Stationary multivaria time series analysis
Multivariate time series analysis became popular in the early 1950s when the need to analyse time series simultaneously arose in the field of economics. This study provides an overview of some of the aspects of multivariate time series analysis in the case of stationarity. The VARMA (vector autoregr...
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2013
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| Online Access: | http://hdl.handle.net/2263/25505 http://upetd.up.ac.za/thesis/available/etd-06132008-173800/ |