Temporal aggregation in first order cointegrated vector autoregressive models

Keyphrases

• Temporal Aggregation 100%
• First-order 100%
• Cointegrated Vector Autoregressive Model 100%
• Adjustment Coefficient 50%
• Short Time Series 50%
• Two Dimensional 50%
• N-dimensional 50%
• Daily Monitoring 50%
• Sample Frequency 50%
• Cointegrated System 50%
• Gasoline 50%
• Four-dimensional Model 50%
• Vector Autoregressive Process 50%

Engineering

• Two Dimensional 100%
• Sample Frequency 100%
• Illustrates 100%
• Dimensional Model 100%

Economics, Econometrics and Finance

• Time Series 100%
• Price 25%