scholarly journals Finite sample effects in vector autoregressive modeling

2002 ◽  
Vol 51 (5) ◽  
pp. 917-922 ◽  
Author(s):  
S. de Waele ◽  
P.M.T. Broersen
Keyword(s):  
Finite Sample ◽  
Autoregressive Modeling ◽  
Vector Autoregressive ◽  
Vector Autoregressive Modeling

Sparse seasonal and periodic vector autoregressive modeling

2017 ◽  
Vol 106 ◽  
pp. 103-126 ◽  
Author(s):  
Changryong Baek ◽  
Richard A. Davis ◽  
Vladas Pipiras
Keyword(s):  
Autoregressive Modeling ◽  
Vector Autoregressive ◽  
Vector Autoregressive Modeling

scholarly journals Sparse Vector Autoregressive Modeling

2016 ◽  
Vol 25 (4) ◽  
pp. 1077-1096 ◽  
Author(s):  
Richard A. Davis ◽  
Pengfei Zang ◽  
Tian Zheng
Keyword(s):  
Autoregressive Modeling ◽  
Vector Autoregressive ◽  
Sparse Vector ◽  
Vector Autoregressive Modeling

scholarly journals Vector Autoregressive Modeling on Cases of Malaria Based on the Tribal in Tanah Bumbu District

CAUCHY ◽  
2018 ◽  
Vol 5 (3) ◽  
pp. 150
Author(s):  
Abdul Khair ◽  
Sarmanu Sarmanu ◽  
Santi Martini ◽  
Bambang Widjanarko Otok
Keyword(s):  
Group Behavior ◽  
Var Model ◽  
Autoregressive Modeling ◽  
Community Group ◽  
Vector Autoregressive ◽  
City District ◽  
Level Of Knowledge ◽  
The Relationship ◽  
The City ◽  
Vector Autoregressive Modeling

The number of malaria in this area always has the tendency of the most compared to the city/district in South Kalimantan Province. Behavior is internalisation factor from the level of knowledge, attitudes and actions of a person who influenced by customs, customs and belief in certain things that has been handed down by his ancestors. The behavior of a community group can be different from the other groups so that they formed a group behavior or can be said tribal behavior.The purpose of this research predicts that the number of the prevalence of malaria in Tanah Bumbu tribal based with Y<sub>1t</sub> : the tribe of Banjar, Y<sub>2t</sub> : Javanese,  Y<sub>3t</sub> : the tribe of Bugis, and Y<sub>4t</sub> : other tribes using vector autoregressive (VAR) model. The results of the study showed with Granger Causality approach there is a relationship between the amount of the prevalence of Malaria Javanese with other tribes, Bugis tribe with other tribes. The relationship is strengthened in the VAR model, which is the number of the prevalence of Malaria Javanese influenced by the number of the prevalence of Malaria Javanese at period t-1, and the number of the prevalence of Malaria tribe Bugis at period t-1. While the number of the prevalence of Malaria tribe Bugis influenced by the number of the prevalence of Malaria Other tribes in the period t-2.

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