Linear transformations of vector ARMA processes
- 31 December 1984
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 26 (3) , 283-293
- https://doi.org/10.1016/0304-4076(84)90023-x
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- When is an aggregate of a time series efficiently forecast by its past?Journal of Econometrics, 1982
- Forecasting contemporal aggregates of multiple time seriesJournal of Econometrics, 1980
- Multiple Time Series Modelling: Another Look at the Mink-Muskrat InteractionJournal of the Royal Statistical Society Series C: Applied Statistics, 1978
- On the structure of moving average processesJournal of Econometrics, 1977
- Forecasting aggregates of independent Arima processesJournal of Econometrics, 1977
- Causality in temporal systemsJournal of Econometrics, 1977
- Time Series Modelling and InterpretationJournal of the Royal Statistical Society. Series A (General), 1976
- Moving Average ProcessesJournal of the Royal Statistical Society: Series D (The Statistician), 1975
- On a lemma associated with Box, Jenkins and GrangerJournal of Econometrics, 1975
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969