Vector time series modeling of marine fish landings in Kerala

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.


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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.

Item Type: Article
Uncontrolled Keywords: Vector time series; VAR model; marine fish landings
Subjects: Marine Fisheries > Fish landing
Divisions: CMFRI-Cochin > Marine Capture > Fishery Resource Assessment
Depositing User: Dr. V Mohan
Date Deposited: 09 Aug 2010 11:06
Last Modified: 09 Sep 2015 15:15

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