This paper uses a topic from multivariate analysis, i.e., canonical correlation theory, in the development of a generalized correlation coefficient for simultaneous equation systems. Canonical ...
Before starting this guide, it may be helpful to read the guide from M1 on coordinates and graphs. To solve the equations graphically, the two lines 𝒚 = 𝒙 + 1 and 𝒚 = 2𝒙 - 1 are drawn on the same ...
1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...