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January 1, 1976Journal of the Royal Statistical Society Series A (General)

Time Series Modelling and Interpretation

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Authors

Clive W. J. GrangerClive W. J. GrangerUniversity of NottinghamMMMartin MorrisBradley University

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Granger et al. (1976) studied this question.

synapsesocial.com/papers/6a1bf33c1567d2fc4d5f4f3fhttps://doi.org/10.2307/2345178
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Also Consider

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  1. 1Spectral Analysis of Economic Time Series.1966 · 534 citations
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