Investigation of a Multiple Time Series Model.
David Tritchler · Defense Technical Information Center (DTIC) · 1979
We show how modern techniques of multiple time series analysis can be used to determine if two time series are related by the model: Y(t) = (gamma sub 0)X(t) + (gamma sub 1)X(t - 1) + ETA(t), X(t) + alpha X(t - 1) = epsilon(t). (Author)