Vector of Auto-Regressive Modeling for Agricultural Crop Production

Authors

  • R. Vetriselvi
  • Rajarathinam Arunachalam Manonmaniam Sundaranar University

DOI:

https://doi.org/10.37591/rrdms.v4i3.1210

Abstract

Abstract

The present investigation was carried out to study the trends in area and production of paddy crop, grown in Tamil Nadu during the period 1950–51 to 2009–10, using the multivariate time series modeling. The multivariate time-series model, VAR (p) model of order 1 was found suitable to study the trends in area as well as production of these crops. Decreasing trends in area as well production of these crops have been observed.

Keywords: Cross correlation, partial canonical correlations, vector of auto-regression, Portmanteau test, Jarque-Bera normality test

Cite this Article

Vetriselvi R, Rajarathinam A. Vector of Auto-Regressive Modeling for Agricultural Crop Production. Research & Reviews: Discrete Mathematical Structures. 2017; 4(3): 42–50p.


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Published

2018-01-11

Issue

Vol. 4 No. 3 (2017)

Section

Research Articles

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