iVAR: A program for imputing missing data in multivariate time series using vector autoregressive models

Behavior Research Methods

Volumn 46, Issue 4, 2014, Pages 1138-1148

  Liu, Siwei ^a   Molenaar, Peter C M ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Missing data; Time series; Vector autoregressive model (VAR)

Indexed keywords

ARTICLE; CONTROLLED STUDY; SIMULATION; TIME SERIES ANALYSIS; ANALYSIS OF VARIANCE; COMPUTER PROGRAM; COMPUTER SIMULATION; EVALUATION STUDY; HUMAN; MATHEMATICAL COMPUTING; MULTIVARIATE ANALYSIS; REGRESSION ANALYSIS; STATISTICAL ANALYSIS; STATISTICAL MODEL; SUPPORT VECTOR MACHINE;

ANALYSIS OF VARIANCE; COMPUTER SIMULATION; DATA INTERPRETATION, STATISTICAL; HUMANS; MATHEMATICAL COMPUTING; MODELS, STATISTICAL; MULTIVARIATE ANALYSIS; REGRESSION ANALYSIS; SOFTWARE; SUPPORT VECTOR MACHINES;

EID: 84942121733     PISSN: 1554351X     EISSN: 15543528     Source Type: Journal    
DOI: 10.3758/s13428-014-0444-4     Document Type: Article

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