Testing for Relationships between Time Series

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Statistical Methods for Research Workers

1945 • 11,140 citations

Stochastic processes

1953 • 9,312 citations

Spectral Analysis and its Applications.

1969 • 5,105 citations

Time Series Analysis Forecasting and Control

1971 • 2,014 citations

Multiple time series

1970 • 1,885 citations

Multiple Time Series

1970 • 1,283 citations

Why do we Sometimes get Nonsense-Correlations between Time-Series?--A Study in Sampling and the Nature of Time-Series

1926 • 1,191 citations

Statistical Methods for Research Workers

1952 • 970 citations

On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series

1946 • 819 citations

Spectral Analysis of Economic Time Series.

1966 • 560 citations

Statistical Methods for Research Workers

1939 • 503 citations

Spectral Analysis of Economic Time Series

1965 • 437 citations

First Order Autoregression: Inference, Estimation, and Prediction

1969 • 199 citations

THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES

1951 • 197 citations

Some Aspects of the Time-Correlation Problem in Regard to Tests of Significance

1935 • 184 citations

Some Aspects of the Time-Correlation Problem in Regard to Tests of Significance

1935 • 145 citations

A Study of the Autoregressive Nature of the Time Series Used for Tinbergen’s Model of the Economic System of the United States, 1919-1932

1948 • 139 citations

A Random Normal Number Generator for 32-Bit-Word Computers

1971 • 60 citations

Monte Carlo Results for Estimation in a Stable Markov Time Series

1966 • 47 citations

Spectral Analysis of Data Generated by Simulation Experiments with Econometric Models

1969 • 44 citations

TESTING THE SIGNIFICANCE OF CORRELATION BETWEEN TIME SERIES

1948 • 43 citations

On the Estimation of Autocorrelation in time Series

1957 • 37 citations

Observations on "Spectral Analysis of Short Series--A Simulation Study" by Granger and Hughes

1972 • 34 citations

Distributions of Correlation Coefficients in Economic Time Series

1961 • 29 citations

EXACT TESTS FOR SERIAL CORRELATION

1955 • 24 citations

AN EXACT TEST FOR CORRELATION BETWEEN TIME SERIES

1955 • 23 citations

A Note on the Test of Serial Correlation Coefficients

1951 • 22 citations

Estimation of autoregressive parameters from a marginal likelihood function

1972 • 21 citations

The approximate distribution of the correlation between two stationary linear Markov series

1962 • 11 citations

Estimation of the autocorrelation coefficient in simple Markov chains

1972 • 9 citations

Alternative Definitions of the Serial Correlation Coefficient in short Autoregressive Sequences

1958 • 7 citations

Autoregression in the United States Economy, 1870-1929

1954 • 3 citations

Apparent correlation between independent series of autocorrelated observations

1950 • 2 citations