Journal of the Marine Biological Association of India

Vector time series modeling of marine fish landings in Kerala

Volume 49 Issue 2

T. V. Sathianandan

Abstract

Vector Autoregressive (VAR) type of models are used here to model and discover the relationships between landings of eight commercially important marine fish species/groups using quarterwise landings in Kerala during 1960-2005. Four different VAR models consisting of 4 time series each were developed and based on the significance of elements of parameter matrices in the model, constrained re-estimation was carried out to reduce the number of parameters. These models resulted in 16 individual models consisting of lagged terms of different landings time series and their relationships and influence on dynamic behavior of individual series were examined. Inter-dependence among component series was evident from these models as individual models contain lagged terms of other series.

Keywords

Vector time series, VAR model, marine fish landings

Date : 22-07-2008