ERIC Number: EJ772358
Record Type: Journal
Publication Date: 2007
Structural Equation Modeling of Multivariate Time Series
du Toit, Stephen H. C.; Browne, Michael W.
Multivariate Behavioral Research, v42 n1 p67-101 2007
The covariance structure of a vector autoregressive process with moving average residuals (VARMA) is derived. It differs from other available expressions for the covariance function of a stationary VARMA process and is compatible with current structural equation methodology. Structural equation modeling programs, such as LISREL, may therefore be employed to fit the model.
Lawrence Erlbaum. Available from: Taylor & Francis, Ltd. 325 Chestnut Street Suite 800, Philadelphia, PA 19106. Tel: 800-354-1420; Fax: 215-625-2940; Web site: http://www.tandf.co.uk/journals/default.html
Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Authoring Institution: N/A