Publisher: Bachudo Science Co. Ltd

Bilinear Moving Average Vector Models and Its Application To Estimation of Revenue Series

A. E. Usoro, C. O. Omekara
KEYWORDS: Bilinear Moving Average Vector Models. Vector white noise. Trivariate time series models. Linear and Non linear models

ABSTRACT:

This paper intends to establish multivariate time series models for pure moving average vector senes which assume linear and nonlinear components. General Bilinear Moving Average Vector (BMAV) models have been established. The three vector series used for the modeling suggested tnvariate time series models as a special case of rnultivanate time senes models and estimates obtained from the models are graphically shown in figures 1. 2, and 3


Download
View Online
318
views
0
downloads
Subject
Publication Year
Place Of Publication
Contributors