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Vector time series modeling of marine fish landings in Kerala

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Relation http://eprints.cmfri.org.in/2137/
 
Title Vector time series modeling of marine fish landings in Kerala
 
Creator Sathianandan, T V
 
Subject Fish landing
 
Description Vector Autoregressive (VAR) type of models are used here to model and discover the relationships between
landings of eight commercially important marine fish species/groups using quarterwise landings in Kerala
during 1960-2005. Four different VAR models consisting of 4 time series each were developed and based
on the significance of elements of parameter matrices in the model, constrained re-estimation was carried
out to reduce the number of parameters. These models resulted in 16 individual models consisting of lagged
terms of different landings time series and their relationships and influence on dynamic behavior of
individual series were examined. Inter-dependence among component series was evident from these models
as individual models contain lagged terms of other series.
 
Publisher MBAI
 
Date 2007
 
Type Article
PeerReviewed
 
Format application/pdf
 
Language en
 
Identifier http://eprints.cmfri.org.in/2137/1/Satyanadan_197-205.pdf
Sathianandan, T V (2007) Vector time series modeling of marine fish landings in Kerala. Journal of the Marine Biological Association of India, 49 (2). pp. 197-205.