Tests for non-correlation of two cointegrated ARMA time series (Q4455672)
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scientific article; zbMATH DE number 2059160
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Tests for non-correlation of two cointegrated ARMA time series |
scientific article; zbMATH DE number 2059160 |
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Tests for non-correlation of two cointegrated ARMA time series (English)
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16 March 2004
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independence test
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residual cross-correlation
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innovation
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0.9089317917823792
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0.8677270412445068
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0.8638882040977478
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0.8638882040977478
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0.8361037969589233
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