Non Linear Analysis of Spatial Time Series

Introduction

Contents

STARMA Model

"Z(t): N1"

Weighting Matrices W(l)

Modelling procedure

Identification

Identification

Estimation

Estimation Issues

Initial Estimates and Order Determination

Diagnostic Checking

Test the Hypotheses G=D

Data

Data

Identification

Identification

Identification

Estimation Results

Diagnostic Checking

Diagnostic Checking

Identification

Diagnostic Checking

Summary and Extensions