Comments on the Measurement of Linear Dependence and Feedback between Multiple Time Series by John Geweke.

Abstract

This paper is a discussion presented August 13, 1981 at the American Statistical Association Annual Meeting in Detroit of an invited paper by John Geweke entitled 'The Measurement of Linear Dependence and Feedback Between Multiple Time Series'. It shows how the results presented by Geweke can be derived and clarified using the approaches to multiple time series modeling published in Parzen (1967), (1969), (1977), and Parzen and Newton (1979).

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1981
Accession Number
ADA104741

Entities

People

  • Emanuel Parzen

Organizations

  • Texas A&M University

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DTIC Thesaurus Topics

  • Computations
  • Covariance
  • Data Analysis
  • Data Mining
  • Data Science
  • Feedback
  • Information Science
  • Measurement
  • Military Research
  • Multivariate Analysis
  • New York
  • Statistical Data
  • Statistics
  • Time Domain
  • Time Series Analysis
  • Universities
  • White Noise

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