e detrended partial cross-correlation analysis (DPXA)
时间: 2024-06-04 17:10:54 浏览: 90
Detrended partial cross-correlation analysis (DPXA) is a statistical method used to analyze the relationship between two time series after removing the effects of other variables. It is a technique used in time series analysis to study the dependence structure between two variables while controlling for the influence of other variables that may affect their relationship. DPXA involves detrending the time series to remove any trends and then computing the partial cross-correlation function between the two series. The partial cross-correlation function measures the relationship between two time series while controlling for the influence of other variables. DPXA can be used to identify relationships that are not apparent in the raw data and to determine the strength and direction of the relationship between two variables. It is commonly used in economics, finance, and climate science to study the relationship between different variables over time.
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