Again consider the three temperature series of Europe, North America, and South America. Build a vector ARMA
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Again consider the three temperature series of Europe, North America, and South America. Build a vector ARMA model (AR or MA model is allowed) for the three series. Perform model checking. Obtain impulse response functions, with orthogonal innovations, based on the model obtained.
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Related Book For
Statistical Learning For Big Dependent Data
ISBN: 9781119417385
1st Edition
Authors: Daniel Peña, Ruey S. Tsay
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