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| Titel: |
Difference sign test for comovements between two time series |
| Auteur: |
Yang, Mark C. K. Schreckengost, Jack F. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 10 (1981) nr. 4 pagina's 355-369 |
| Jaar: |
1981 |
| Inhoud: |
Cross-correlations are generally used to test the independence of two time series, but the common assumptions of station- arity and normality are often invalid for two biological time series. The null hypothesis in the conditional, nonparametric test proposed by Moore and Wallis is that the difference sign series {Xt} and {Yt} of the original series are uncorrelated. Their test, however, has little power if Xt and Yt are independent but Xt and Yt+1 are correlated. In this paper their test is generalized to include the wider alternative where Xt and Yt+k are correlated. The results of this generalization are illustrated with a biological example. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 2 van 7 gevonden artikelen
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