An analysis of temperature data by using scalar component models

Kasap R.

ENVIRONMETRICS, cilt.10, sa.5, ss.625-631, 1999 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 10 Sayı: 5
  • Basım Tarihi: 1999
  • Dergi Adı: ENVIRONMETRICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.625-631
  • Gazi Üniversitesi Adresli: Evet

Özet

In the study of multivariate processes, a framework is needed for describing not only the properties of individual series, but also the possible cross-relationship among the series. For this purpose, the method of canonical correlation analysis is used for treatment of multivariate time series which results in scalar component models (SCMs) already given by Tiao and Tsay (1989, Journal of Business and Economic Statistics, 1, 43-56). For the application of this methodology, temperature data are used which led to some useful empirical results. Copyright (C) 1999 John Wiley & Sons, Ltd.