ARVEC

Peter J. Brockwell and Richard A. Davis
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Peter J. Brockwell: Royal Melbourne Institute of Technology, Mathematics Department
Richard A. Davis: Colorado State University, Department of Statistics

Chapter 6 in ITSM for Windows, 1994, pp 86-90 from Springer

Abstract: Abstract The program ARVEC fits a multivariate autoregression of any specified order p

Keywords: Component Series; Multivariate Time Series; Title Page; Noise Covariance Matrix; ASCII File (search for similar items in EconPapers)
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-2676-5_6

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DOI: 10.1007/978-1-4612-2676-5_6

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