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Publikováno v:
Journal of Forecasting. 19:441-455
This paper is concerned with how canonical correlation can be used to identify the structure of a linear multivariate time series model. We describe briefly methods that use the canonical correlation technique and present simulation results in order
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f503f912ff1943bb7169aa5b76ce458
https://doi.org/10.1002/1099-131x(200009)19:5<441::aid-for741>3.0.co
https://doi.org/10.1002/1099-131x(200009)19:5<441::aid-for741>3.0.co
