A Three-Stage Iterative Procedure for Space-Time Modeling Phillip

Abstract

A three-stage iterative procedure for building space-time models is presented. These models fall into the general class of STARIMA models and are characterized by autoregressive and moving average terms lagged in both time and space. This model class collapses into the ARIMA model class in the absence of spatial correlation. The theoretical properties of STARIMA models are presented and the model building procedure is described and illustrated by a substantive example.

KEY WORDS:

• Space-time modeling
• STARIMA
• STAR
• STMA
• Time series modeling
• Three-stage model building procedure