Accession Number:

ADA067770

Title:

Investigation of a Multiple Time Series Model.

Personal Author(s):

Corporate Author:

TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Report Date:

1979-02-01

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 Yt gamma sub 0Xt gamma sub 1Xt - 1 ETAt, Xt alpha Xt - 1 epsilont. Author

Descriptive Note:

Technical rept.,

Pages:

0021

Descriptors:

Identifiers:

Subject Categories:

Contract Number:

N00014-78-C-0599

File Size:

7.80MB

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