IDEAS home Printed from
MyIDEAS: Login to save this paper or follow this series

Compositional Time Series: Past and Present

  • Juan M.C. Larrosa

    (CONICET-Universidad Nacional del Sur)

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.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: no

Paper provided by EconWPA in its series Econometrics with number 0510002.

in new window

Length: 9 pages
Date of creation: 13 Oct 2005
Date of revision:
Handle: RePEc:wpa:wuwpem:0510002
Note: Type of Document - pdf; pages: 9
Contact details of provider: Web page:

References listed on IDEAS
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.:

as in new window
  1. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
  2. Dale, Poirier J & Tobias, Justin, 2006. "Bayesian Econometrics," Staff General Research Papers 12428, Iowa State University, Department of Economics.
  3. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Wiley Blackwell, vol. 58(2), pages 277-97, April.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpem:0510002. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.