In this study, we consider revenue F as a function of three variables, soybean yield (X), USD price (Y), and EXG rate (Z) in the expression F = XYZ. Guaranteed yield is defined by Xg = λ Xe, where 0 < ...

This is useful for multivariate time series analysis to uncover drivers and relationships between many interrelated variables in complex systems like the economy, brain activity, or climate.

Zivot, E. and Wang, J. (2006) Vector Autoregressive Models for Multivariate Time Series. In: Modelling Financial Time Series with S-PLUS, Springer Science, 385-429. has been cited by the following ...