Consider quarterly economic series of European Union from 2000 to 2019 in the file UMEdata2000_2018.Csv. Compare the
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Consider quarterly economic series of European Union from 2000 to 2019 in the file UMEdata2000_2018.Csv. Compare the results of a hierarchical clustering using dissimilarities between univariate properties of the series, say the first five autocorrelation coefficients, and using cross-correlations.
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Statistical Learning For Big Dependent Data
ISBN: 9781119417385
1st Edition
Authors: Daniel Peña, Ruey S. Tsay
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