Displaying 1 result from an estimated 1 matches for "anticorrelated".
2009 Jan 22
3
how to study the lead and lag relation of two time series?
Hi all,
Is there a way to study the lead and lag relation of two time series?
Let's say I have two time series, At and Bt. Is there a systematic way
of concluding whether it's A leading B or B leading A and by how much?
Thanks!