TY  - JOUR
AU  - Wang, Miss Lei 
PY  - 2018
TI  - Advanced Multivariate Time Series Forecasting Models
JF  - Journal of Mathematics and Statistics
VL  - 14
IS  - 1
DO  - 10.3844/jmssp.2018.253.260
UR  - https://thescipub.com/abstract/jmssp.2018.253.260
AB  - In this study, the focus is to collect and summarize various advanced forecasting models for multivariate time series dataset. We have discussed about the inherent forecasting strengths and weaknesses related to these time series modelings. Also, the main section deal with the experience of using such data in econometric analysis. Besides, the implementation of SAS and R softwares improve the parameter estimation and forecasting accuracy. Eventually, we evaluated these forecasting models by different criterions and select the best one for the future tendency of land market value.