Electronic Resource
Oxford, UK
:
Blackwell Publishing Ltd
Decision sciences
8 (1977), S. 0
ISSN:
1540-5915
Source:
Blackwell Publishing Journal Backfiles 1879-2005
Topics:
Economics
Notes:
This paper illustrates how multivariate spectral analysis can be used to analyze complex, dynamic, business systems. Important temporal aspects of multiple time series are captured in the frequency domain by the coherence, phase, and gain statistics. A computer simulation of a time domain model produces sample results which demonstrate how the timing relations between two series can be reversed when the effects common to both series are partialled out. Finally, an empirical multivariate analysis of beef prices is used to determine the timing relations among prices at different levels of the production-distribution system.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1111/j.1540-5915.1977.tb01116.x
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