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Effect of temporal aggregation on the dynamic relationship of two time series variables

✍ Scribed by TIAO, G. C.; WEI, W. S.


Book ID
121677512
Publisher
Oxford University Press
Year
1976
Tongue
English
Weight
613 KB
Volume
63
Category
Article
ISSN
0006-3444

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The effects of temporal aggregation on t
✍ Paulo Teles; William W.S Wei πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 158 KB

Time-series aggregates are often used in performing tests for departure from linearity. In this paper, we study the e ects of temporal aggregation on testing for linearity, basing our analysis on both time-and frequency-domain tests. The results show that temporal aggregation weakens nonlinearity an