Tests for noncorrelation of two multivariate ARMA time series (Q4358889)
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scientific article; zbMATH DE number 1071513
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| English | Tests for noncorrelation of two multivariate ARMA time series |
scientific article; zbMATH DE number 1071513 |
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Tests for noncorrelation of two multivariate ARMA time series (English)
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9 December 1998
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independence tests
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residual cross-correlation
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portmanteau statistics
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Granger causality
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causality test
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0.935680627822876
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0.8638882040977478
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0.8464334607124329
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