Estimation and identification of periodic autoregressive models with one exogenous variable
Langue
EN
Article de revue
Ce document a été publié dans
Journal of the Korean Statistical Society. 2017, vol. 46, n° 4, p. 629-640
Résumé en anglais
This paper analyzes the identification and estimation procedures for periodic autoregressive models with one exogenous variable (PARX). The identification of the optimal PARX model is based on the use of a genetic algorithm ...Lire la suite >
Mots clés en anglais
Genetic Algorithms
Identification
Autoregressive Models
Catch-Per-Unit Of Effort
Fisheries
Periodic Time Series
Sea Surface Temperature