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st: Comparison of two time series variables
From
Jason Ferris <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: Comparison of two time series variables
Date
Mon, 12 Aug 2013 01:27:30 +0000
Hi all,
I am about to embark on some multiple time series analysis of two variables X and Y). Using monthly data, I believe that since the introduction of X there has been an ongoing impact on Y (that is can be attributed to X).
Can I just confirm that the best place for me to start reading how best to model this is using VAR or SVAR models? I have Becketti's "Introduction to Time Series using Stata" as my resource. Is this also suitable?
Cheers,
Jason
Jason Ferris (MMSRS, GSTAT)
Senior Research Fellow
Institute for Social Science Research
The University of Queensland
Building 31B, Room 104
ST LUCIA QLD 4072
Tel: (07) 3365 6070 Fax: (07) 3346 7646
Email: [email protected]
Website: http://www.issr.uq.edu.au
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