- since no one else is saying anything, and it seems messy - On Wed, 9 Oct 2002 18:53:30 +0000 (UTC), Ronald Bloom <[EMAIL PROTECTED]> wrote: > > Suppose one has applied *univariate* time-series methods to a handful > of data series separately,
By 'univariate time-series', do you refer to autocorrelation alone? or to spectral analyses? > > Can the multiple post-forecast residuals be sensibly treated > by a suite of classical *multivariate* inferential techniques? > Which is 'multiple post-forecast' here? - a series of predictions, or (say) some single cross-section on that 'handful of series' ? Well, the classical multivariate techniques in my toolbox won't do much. Just on brief inspection, I imagine there could be a whole slew of non-ignorable dependencies. You might check with the economists. (I don't have confidence in their applied science, but they have developed and explored some sophisticated regression techniques.) -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
