Prewhitening: A cure for the common correlation

10/22/97

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Table of Contents

Prewhitening: A cure for the common correlation

Introduction

Traditional prewhitening

Traditional Prewhitening

Prewhitening physical-biological time series

The mathematics of prewhitening

The mathematics of prewhitening: bi-directional relationship

PPT Slide

A bi-directional prewhitening example

PPT Slide

PPT Slide

PPT Slide

Simulation of regime effect on CCF of independent time series

Regime effect on independent series

Simulation of regime effect on CCF of dependent time series

Regime effect on dependent series

Conclusions

Author: IPHC 

Email: hare@iphc.washington.edu 

Home Page: http://www.iphc.washington.edu:80/PAGES/IPHC/Staff/hare/hare.htm