Searching. Please wait…
1586
37
171
29469
4423
2608
347
395
Abstract: In this note, we show how specify cointegrated vector autoregressive-moving average models and how they can be used to generate cointegrated time series.
Authorship: Gallego J., Díaz C.,
Fuente: Communications in Statistics Part B: Simulation and Computation, 2015, 44(1), 66-70
Publisher: Taylor and Francis Inc.
Year of publication: 2015
No. of pages: 9
Publication type: Article
DOI: 10.1080/03610918.2013.765468
ISSN: 0361-0918,1532-4141
Publication Url: https://doi.org/10.1080/03610918.2013.765468
SCOPUS
Citations
Google Scholar
Metrics
UCrea Repository Read publication
JOSE LUIS GALLEGO GOMEZ
CARLOS DIAZ VELA
Back
