R²Measures for Time Series

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Spectral Analysis and its Applications.

1969 • 5,105 citations

Journal of the American Statistical Association

1989 • 3,796 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 2,117 citations

Time Series Analysis Forecasting and Control

1971 • 2,014 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Multiple time series

1970 • 1,885 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 1,730 citations

Multiple Time Series

1970 • 1,283 citations

Forecasting Economic Time Series

1977 • 711 citations

The Advanced Theory of Statistics, Vol. 2: Inference and Relationship

1979 • 646 citations

Causality in temporal systems

1977 • 617 citations

Spectral Analysis of Economic Time Series.

1966 • 560 citations

Unbiased Estimation of Certain Correlation Coefficients

1958 • 461 citations

Spectral Analysis of Economic Time Series

1965 • 437 citations

Causality and econometrics

1979 • 324 citations

Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 307 citations

Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series

1977 • 241 citations

Forecasting in dynamic models with stochastic regressors

1975 • 64 citations

THE MEAN AND SECOND MOMENT COEFFICIENT OF THE MULTIPLE CORRELATION COEFFICIENT, IN SAMPLES FROM A NORMAL POPULATION

1931 • 49 citations

MULTIPLE TIME SERIES MODELLING.

1968 • 47 citations

The Interpretation ofR²in Autoregressive-Moving Average Time Series Models

1976 • 43 citations

The use of R2 to determine the appropriate transformation of regression variables

1976 • 31 citations

The Interpretation of R 2 in Autoregressive-Moving Average Time Series Models

1976 • 25 citations

Multivariate Analysis IV

1977 • 7 citations

Deleted Work

1955 • 0 citations