TY  - JOUR
TI  - <p class="text">Time Series Analysis</p>
T2  - HSE Economic Journal 
IS  - HSE Economic Journal 
KW  - types of time series
KW  - analysis
KW  - building models of economic systems
KW  - parameter estimation
KW  - economic modeling of time series
KW  - modeling
AB  - The publication of the time series Analysis course continues. In this issue, we consider seasonality modeling in terms of ARIMA models, construction of autoregressive models with distributed lags (ADL), error correlation models (ECM), different types of exogeneity of variables, and consideration of multidimensional time series.&nbsp;In the next issue continues the exploration of models of multidimensional random processes, the cointegration regression, testing of cointegration.
AU  - Grigory Kantorovich
UR  - https://ej.hse.ru/en/2002-6-4/26547410.html
PY  - 2002
SP  - 498-523
VL  - 6