Accession Number:

AD0259869

Title:

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

Descriptive Note:

Research paper

Corporate Author:

COLUMBIA UNIV NEW YORK

Personal Author(s):

• Goodman, Leo A.

Report Date:

1961-06-30

Pagination or Media Count:

26.0

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.

Descriptors:

• *STATISTICAL TESTS
• *TIME SERIES ANALYSIS
• *SERIES(MATHEMATICS)
• STATISTICAL DATA
• ANALYSIS OF VARIANCE
• STATISTICAL DISTRIBUTIONS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE