TEST OF WHETHER SEVERAL TIME-SERIES SHARE COMMON PERIODICITIES
成果类型：
Article
署名作者：
MACNEILL, IB
署名单位：
Western University (University of Western Ontario)
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/64.3.495
发表日期：
1977
页码：
495508
关键词：
摘要：
Tests were discussed for detecting the presence of common periodicities in the components of a multiple time series. Distributional results were obtained for the case of white noise, independent, normal series. These were extended, first to the case of normal linear series with specified spectra and then to the case of estimated spectra. These results were then discussed in the context of correlated series. The tests were applied to several sets of data.
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