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Mink And Muskrat Interaction:A Structural Analysis

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  • Timo Teräsvirta

Abstract

. There is no unique way of representing a linear vector process, but in practice these processes are often characterized by their ARIMA representations. It is argued that for the purpose of interpretation the choice of canonical form is important, and the chosen form should as closely as possible correspond to existing prior information about the process, if any. This point is demonstrated by reanalysing the well‐known mink and muskrat data of Hudson's Bay Company from the year 1848 till 1909 using two separate single‐equation transfer function noise models to describe the relationship from mink to muskrat and the feedback link from muskrat to mink. The results thus obtained are from the practical point of view more informative than the corresponding ARIMA models.

Suggested Citation

  • Timo Teräsvirta, 1985. "Mink And Muskrat Interaction:A Structural Analysis," Journal of Time Series Analysis, Wiley Blackwell, vol. 6(3), pages 171-180, May.
    • Handle: RePEc:bla:jtsera:v:6:y:1985:i:3:p:171-180
    DOI: 10.1111/j.1467-9892.1985.tb00407.x
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