The vector innovations structural time series framework: A simple approach to multivariate forecasting

Ashton James de Silva, Robin Hyndman, Ralph Snyder

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)
Original languageEnglish
Pages (from-to)353 - 374
Number of pages22
JournalStatistical Modelling
Volume10
Issue number4
DOIs
Publication statusPublished - 2010

Cite this

@article{fad44f67e3404974991511f319d7e0fe,
title = "The vector innovations structural time series framework: A simple approach to multivariate forecasting",
author = "{de Silva}, {Ashton James} and Robin Hyndman and Ralph Snyder",
year = "2010",
doi = "10.1177/1471082X0901000401",
language = "English",
volume = "10",
pages = "353 -- 374",
journal = "Statistical Modelling",
issn = "1471-082X",
publisher = "SAGE Publications Ltd",
number = "4",

}

The vector innovations structural time series framework: A simple approach to multivariate forecasting. / de Silva, Ashton James; Hyndman, Robin; Snyder, Ralph.

In: Statistical Modelling, Vol. 10, No. 4, 2010, p. 353 - 374.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - The vector innovations structural time series framework: A simple approach to multivariate forecasting

AU - de Silva, Ashton James

AU - Hyndman, Robin

AU - Snyder, Ralph

PY - 2010

Y1 - 2010

U2 - 10.1177/1471082X0901000401

DO - 10.1177/1471082X0901000401

M3 - Article

VL - 10

SP - 353

EP - 374

JO - Statistical Modelling

JF - Statistical Modelling

SN - 1471-082X

IS - 4

ER -