R 2 Measures for Time Series

DOI10.2307/2286421zbMath0422.62080OpenAlexW4235521182MaRDI QIDQ3856009

David A. Pierce

Publication date: 1979

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2286421

zbMATH Keywords

coherencecoefficient of determinationrelationshipsordinary least squares regressionR square regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (5)

Extended causal modeling to assess partial directed coherence in multiple time series with significant instantaneous interactions ⋮ Measuring the Advantages of Multivariate vs. Univariate Forecasts ⋮ Clustering multivariate time series by genetic multiobjective optimization ⋮ ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R²MEASURE BY AUTOREGRESSIVE MODEL FITTING ⋮ The decomposition and measurement of the interdependency between second- order stationary processes

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