Abstract
Multiple time series autorregresive models. The aim of this work is to explore the utilisation of vector autorregresive models to obtain a estimation of the generating mechanism of psychological processes. Two basis of data have been gathered, one of artificial data generated from a known model (Richardson's interaction model), and other consisting of real data obtained from an experiment on the "Prisoner's Dilemma". The results obtained from artificial data show that the estimated model fits quite well the true model, and the results obtained with real data show that the model explains a significative amount of data variation.
