|
|
| Silva,Fabyano Fonseca e; Sáfadi,Thelma; Muniz,Joel Augusto; Rosa,Guilherme Jordão Magalhães; Aquino,Luiz Henrique de; Mourão,Gerson Barreto; Silva,Carlos Henrique Osório. |
| The animal breeding values forecasting at futures times is a relevant technological innovation in the field of Animal Science, since its enables a previous indication of animals that will be either kept by the producer for breeding purposes or discarded. This study discusses an MCMC Bayesian methodology applied to panel data in a time series context. We consider Bayesian analysis of an autoregressive, AR(p), panel data model of order p, using an exact likelihood function, comparative analysis of prior distributions and predictive distributions of future observations. The methodology was tested by a simulation study using three priors: hierarchical Multivariate Normal-Inverse Gamma (model 1), independent Multivariate Student's t Inverse Gamma (model 2) and... |
| Tipo: Info:eu-repo/semantics/article |
Palavras-chave: MCMC; Time series forecasting; Prior comparison; Predictive distribution. |
| Ano: 2011 |
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-90162011000200015 |
| |
