The purpose of this paper is to present the method of foresighted monitoring. This method is based on a multivariate state space model. Three time series were used as the input data for the chosen model. The data comprise the development of the monthly market shares of the end-of-month volume of...

The paper presents an approach to forecast competitors' market share in the banking industry. Multivariate linear time series analysis was applied to a state space model with stochastic components. Three time series were interrelated as two exogenous variables and one endogenous variable. The...