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Component extraction analysis of multivariate time series

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  • Akman, Ibrahim
  • De Gooijer, Jan G.

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  • Akman, Ibrahim & De Gooijer, Jan G., 1996. "Component extraction analysis of multivariate time series," Computational Statistics & Data Analysis, Elsevier, vol. 21(5), pages 487-499, May.
    • Handle: RePEc:eee:csdana:v:21:y:1996:i:5:p:487-499
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    References listed on IDEAS

    as
    1. Rose, David E., 1977. "Forecasting aggregates of independent Arima processes," Journal of Econometrics, Elsevier, vol. 5(3), pages 323-345, May.
    2. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
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