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Graphical interaction models for multivariate time series1

โœ Scribed by Rainer Dahlhaus


Book ID
105857006
Publisher
Springer
Year
2000
Tongue
English
Weight
189 KB
Volume
51
Category
Article
ISSN
0026-1335

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The paper applies the graphical technique known as biplot to the treatment of multivariate time series. The focus is on the analysis of a matrix whose observations form a time series and it is shown how the effect of time can be segregated. A dynamic biplot representation of a particular market is p