Thus far, we have been concerned with analysing a single time series. We now turn our attention to the situation where we have observations on two time-series and we are interested in the relationship between them.


Phase Spectrum Spectral Density Function Gain Spectrum Autocovariance Function Coherency Spectrum 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© C. Chatfield 1975

Authors and Affiliations

  • C. Chatfield
    • 1
  1. 1.The University of BathUK

Personalised recommendations