Investigation of a Multiple Time Series Model.

Abstract

We show how modern techniques of multiple time series analysis can be used to determine if two time series are related by the model: Y(t) = (gamma sub 0)X(t) + (gamma sub 1)X(t - 1) + ETA(t), X(t) + alpha X(t - 1) = epsilon(t). (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1979
Accession Number
ADA067770

Entities

People

  • David Tritchler

Organizations

  • Texas A&M University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Statistics
  • Time Series Analysis

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Systems Analysis and Design