Multivariate Structural Models

  • Víctor Gómez
Part of the Statistics and Computing book series (SCO)


Multivariate structural models are defined in a way similar to that of univariate structural models, described in Sect.  4.1. For example, let the stochastic vector Yt satisfy Yt = Pt + St + It, where Pt is the trend, St is the seasonal, and It is the irregular component.


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© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Víctor Gómez
    • 1
  1. 1.General Directorate of BudgetsMinistry of Finance and Public AdministrationsMadridSpain

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