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| Tekijä: | Marriott, J. Pettitt, A. |
| Otsikko: | Graphical techniques for selecting explanatory variables for time series data |
| Lehti: | Applied Statistics
1997 : VOL. 46:2, p. 253-264 |
| Asiasana: | STATISTICS TIME SERIES ECONOMICS |
| Kieli: | eng |
| Tiivistelmä: | Bayesian model building techniques are developed for data with a strong time series structure and possibly exogenous explanatory variables that have strong explanatory and predictive power. The emphasis is on finding whether there are any explanatory variables that might be used for modelling if the data have a strong time series structure that should also be included. The authors use a time series model that is linear in past observations and that can capture both stochastic and deterministic trtend. |
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