On Wiener-Granger causality, information and canonical correlation (Q809531)
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scientific article; zbMATH DE number 4213289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Wiener-Granger causality, information and canonical correlation |
scientific article; zbMATH DE number 4213289 |
Statements
On Wiener-Granger causality, information and canonical correlation (English)
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1991
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mixed autoregressive moving average models
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linear feedback
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ARMA models
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zero-mean, stationary Gaussian vector processes
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testing Wiener-Granger causality
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stationary multivariate time series
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Geweke's measure
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canonical correlation coefficients
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multicollinearity
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0.8640824
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0.8600364
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0.8510088
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0.8501302
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0.8448244
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0.84087324
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0.84041643
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