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Order Estimation of Multivariate ARMA Models

โœ Scribed by Cassar, T.; Camilleri, K.P.; Fabri, S.G.


Book ID
114571543
Publisher
Institute of Electrical and Electronics Engineers
Year
2010
Tongue
English
Weight
962 KB
Volume
4
Category
Article
ISSN
1932-4553

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In this paper multivariate ARMA models are applied to the problem of forecasting city budget variables. Unlike univariate time-series methods, multivariate models can use relationships among budget variables as well as relationships with economic and demographic indicators. Although available budget