The autocorrelation, partial and inverse autocorrelation functions described in the preceding sections help when you want to model a series as a function of its past values and past random errors.

This paper presents a generalization of the concept of vector correlation proposed by Escoufier (1973) to the context of time series. For two jointly stationary multivariate stochastic processes { Xt} ...

This is a preview. Log in through your library . Abstract Appraisal smoothing understates the true volatility of real estate returns, and consequently affects asset allocation decisions. The high ...