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Measurement of Linear Dependence and Feedback Between Multiple Time Series: Comment

โœ Scribed by Emanuel Parzen

Book ID
125236651
Publisher
American Statistical Association
Year
1982
Tongue
English
Weight
547 KB
Volume
77
Category
Article
ISSN
0162-1459

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๐Ÿ“œ SIMILAR VOLUMES

Measurement of Linear Dependence and Fee
Measurement of Linear Dependence and Feedback between Multiple Time Series
โœ Geweke, John ๐Ÿ“‚ Article ๐Ÿ“… 1982 ๐Ÿ› American Statistical Association ๐ŸŒ English โš– 911 KB

Measures of linear dependence and feedback for multiple time series are defined. The mea~ure of linear dependence is the sum of the measure of linear feedback from the first series to the second, linear feedback from the second to the first. and instantaneous linear feedback. The measures are nonneg