A comparison of four model specifications for describing small heterogeneous space‐time datasets: Sugar cane production in Puerto Rico, 1958/59–1973/74*

Daniel A. Griffith

Papers in Regional Science, 2008, vol. 87, issue 3, 341-355

Abstract: Abstract. Data forming a short space‐time series – too short to utilize a STARIMA model – can include a random effects term that is spatially structured in order to account for both serial and spatial autocorrelation. In this context, space‐time heterogeneity can be accounted for in various ways, including specifications involving spatial filtering methodology. This paper summarizes comparisons of four model specifications – simple pooled space‐time; sequential, comparative statics; temporally varying coefficients with a spatially unstructured random effects term; and, temporally varying coefficients with a spatially structured random effects term. Implementations are illustrated with annual sugar cane production data for Puerto Rico during 1958/59–1973/74. Resumen. Los datos de series espacio‐temporales cortas – demasiado cortas para utilizar un modelo STARIMA – pueden incluir un término de efectos aleatorios estructurado espacialmente para tener en cuenta la autocorrelación de la serie y espacial. En este contexto, la heterogeneidad espacio‐temporal puede ser explicada en diferentes maneras, incluyendo especificaciones que implican metodologías de filtrado espacial. Este artículo resume la comparación de cuatro especificaciones de modelos – espacio‐temporal agrupado simple; estática comparativa, secuencial; coeficientes de variación temporal con un término de efectos aleatorios espacialmente no estructurados; y coeficientes de variación temporal con un término de efectos aleatorios espacialmente estructurados. Las implementaciones se ilustran con datos de producción anual de azúcar de caña en Puerto Rico durante el periodo 1958/59–1973/74.

Date: 2008
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https://doi.org/10.1111/j.1435-5957.2008.00188.x

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