Rainfall is one of the fundamental components of the hydrological cycle as its accurate estimation is necessary for planning, designing and operation of water resources development programmes. In the present study, monthly stochastic model was developed using rainfall data for Doimukh...

Comparative analysis of economic structure and forecasts generated from simultaneous equation, VAR and autoregressive models based on quarterly series from 1966:1 to 2007:3 of UK to those from the stochastic general equilibrium models has provided insights into objective and subjective...

A simple time series model for bivariate exponential variables having first-order autoregressive structure is presented, the BEAR(1) model. The linear random coefficient difference equation model is an adaptation of the New Exponential Autoregressive model (NEAR(2)). The process is Markovian in...

The paper is concerned with time series analysis of GDP growth and returns of securities market indices. The main goal was to identify cyclical patterns in the examined series and to demonstrate correlation among the individual series. First part of the paper presents deals with fitting the...

This paper deals with the codispersion coefficient for spatial and temporal series. We present some results and simulations concerning the codispersion coefficient in the context of spatial models. The results obtained are immediate consequences of the asymptotic normality of the sample...