Descriptive Analysis of Matrix-Valued Time-Series

Gerard Antille

Applied Econometrics, 2007, vol. 8, issue 4, 45-54

Abstract: In this article we present a technique of data analysis applied to three-dimensional tables as, for instance, matrix-valued time-series. The main goal of the method is to describe the evolution of the statistical units with respect to time in a space summarizing the set of matrices. Moreover, our technique points out similar statistical units provided by a classification of their trajectories.

Keywords: matrix-valued time-series; data analysis; statistical units (search for similar items in EconPapers)
JEL-codes: C10 C80 (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:ris:apltrx:0137

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