A Multivariate Time Series Analysis of Some Flour Price Data

DOI10.2307/2347620zbMath0825.62963OpenAlexW21800427MaRDI QIDQ4843983

H. Grubb

Publication date: 17 August 1995

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347620

zbMATH Keywords

case studymultivariate time seriesAkaike's information criterionmodel specificationvector autoregressive moving average model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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