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Conference paper

Multivariate Time Series Estimation using marima

In Symposium I Anvendt Statistik 2016 — 2016, pp. 108-123

By Spliid, Henrik1,2

Edited by Linde, Peter

From

Department of Applied Mathematics and Computer Science, Technical University of Denmark1

Statistics and Data Analysis, Department of Applied Mathematics and Computer Science, Technical University of Denmark2

A computer program, called marima, written in the open source language, R, has been developed. Some of marima’s facilities and ideas are presented in the following.

Language: English
Publisher: Danmarks Statistik
Year: 2016
Pages: 108-123
Proceedings: 38. Symposium i Anvendt Statistik 2016
Types: Conference paper

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