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COMOV: A program for the analysis of the relationship between two time series

✍ Scribed by R. L. Ray, H. H. Emurian, R. M. Wurster

Book ID
120727293
Publisher
Psychonomic Society Publications
Year
1980
Tongue
English
Weight
325 KB
Volume
12
Category
Article
ISSN
1554-351X

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## Abstract In time series analysis, a vector **Y** is often called causal for another vector **X** if the former helps to improve the __k__‐step‐ahead forecast of the latter. If this holds for __k__=1, vector **Y** is commonly called Granger‐causal for **X**. It has been shown in several studies t