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时间序列之间关系的检验AI 解读

The usual procedures for testing the significance of sample correlations between pairs of independently normally distributed series are not appropriate for testing sample correlations between pairs of autocorrelated series. We present sampling evidence supporting our hypothesis that the distributions of sample correlations between pairs of unrelated first-order Markov series conditional on the first lag sample autocorrelations of the series correlated are independent of the…

时间序列之间关系的检验AI 解读

The usual procedures for testing the significance of sample correlations between pairs of independently normally distributed series are not appropriate for testing sample correlations between pairs of autocorrelated series. We present sampling evidence supporting our hypothesis that the distributions of sample correlations between pairs of unrelated first-order Markov series conditional on the first lag sample autocorrelations of the series correlated are independent of the…

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回归分析中自回归变换与简约式变换的抽样研究AI 解读

This paper is concerned with some aspects of regression analysis when the error terms are autocorrelated and there exists more than one relationship between the variables. In particular, we investigate the merits of autoregressive transformations and the reduced form transformation in dealing with these complications. An important result is that, unless it is possible to specify something about the intercorrelation of the error terms in a set of relations and to choose…