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An analysis of temperature data by using scalar component models

✍ Scribed by Resat Kasap

Publisher: John Wiley and Sons
Year: 1999
Tongue: English
Weight: 122 KB
Volume: 10
Category: Article
ISSN: 1180-4009
DOI: 10.1002/(sici)1099-095x(199909/10)10:5<625::aid-env376>3.0.co;2-9

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✦ Synopsis

In the study of multivariate processes, a framework is needed for describing not only the properties of individual series, but also the possible cross-relationship among the series. For this purpose, the method of canonical correlation analysis is used for treatment of multivariate time series which results in scalar component models (SCMs) already given by Tiao and Tsay (1989, Journal of Business and Economic Statistics, 1, 43±56). For the application of this methodology, temperature data are used which led to some useful empirical results.

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