A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function (Q3740858): Difference between revisions
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A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function | |||
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A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function (English) | |||
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Latest revision as of 22:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function |
scientific article |
Statements
1986
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univariate ARIMA model
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quadratic form
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Satterthwaite's procedure
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Haugh test for independence
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successive cross-correlation coefficients
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asymptotic test
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Monte Carlo study
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regression F tests
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A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function (English)
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