The first step in running regression analysis in Excel is to double-check that the free plugin Data Analysis ToolPak is installed. This plugin makes calculating a range of statistics very easy. It is ...
A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectral density estimator and the spectral density ...
We introduce the matrix multivariate auto-distance covariance and correlation functions for time series, discuss their interpretation and develop consistent estimators for practical implementation. We ...