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- Sun Jan 27, 2013 1:42 pm
- Forum: Other Time Series Analysis
- Topic: Cross-spectral coherence critical values
- Replies: 2
- Views: 6886
Cross-spectral coherence critical values
Hello! I have a question. Using RATS I have estimated the cross-spectra coherences between a number of variables. But now I need some critical values to determine which coherences are statistically significant. I have found a number of suggestions in the literature, most of which are somewhat unclea...