TESTS BASED ON THE MOVEMENTS IN AND THE COMOVEMENTS BETWEEN M-DEPENDENT TIME SERIES

Abstract

Tests of the existence of correlation between the movements in two time series, which eliminate at least the primary effects of trends in the series, are presented in this article. A test of the existence of trend in a time series will also be presented here.

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Document Details

Document Type
Technical Report
Publication Date
Jun 30, 1961
Accession Number
AD0259869

Entities

People

  • Leo A. Goodman

Organizations

  • Columbia University

Tags

Communities of Interest

  • Advanced Electronics
  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Classification
  • Covariance
  • Data Science
  • Economics
  • Government Procurement
  • Governments
  • Information Science
  • Lymphocytes
  • Markov Chains
  • Military Research
  • Observation
  • Probability
  • Random Variables
  • Stationary
  • Statistics
  • United States
  • Universities

Fields of Study

  • Mathematics

Readers

  • Brain and Cognitive Science; Experimental Psychology; Cognitive Neuroscience
  • Statistical inference.
  • Theoretical Analysis.