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Graphical modelling of multivariate time series

โœ Scribed by Eichler, Michael


Book ID
113043730
Publisher
Springer
Year
2011
Tongue
English
Weight
491 KB
Volume
153
Category
Article
ISSN
1432-2064

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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