This survey reviews diverse academic production on compositional dynamic series analysis. Although time dimension of compositional series has been little investigated, this kind of data structure is widely available and utilized in social sciences research. This way, a review of the state-of-the-art on this topic is required for scientist to understand the available options. The review comprehends the analysis of several techniques like autoregresive integrate moving average (ARIMA) analysis, compositional vector autoregression systems (CVAR) and state space techniques but most of these are developed under Bayesian frameworks. As conclusion, this branch of the compositional statistical analysis still requires a lot of advances and updates and, for this same reason, is a fertile field for future research. Social scientists should pay attention to future developments due to the extensive availability of this kind of data structures in socioeconomic databases.
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Paper provided by EconWPA in its series Econometrics with number
0510002.
Find related papers by JEL classification: C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics C5 - Mathematical and Quantitative Methods - - Econometric Modeling C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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