Compositional Time Series: Past and Present
AbstractThis 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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Bibliographic InfoPaper provided by EconWPA in its series Econometrics with number 0510002.
Length: 9 pages
Date of creation: 13 Oct 2005
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compositional data analysis; time series;
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: 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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-10-15 (All new papers)
- NEP-ECM-2005-10-15 (Econometrics)
- NEP-ETS-2005-10-15 (Econometric Time Series)
- NEP-FOR-2005-10-15 (Forecasting)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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