Lag Correlation Analysis by Stepwise Regression Method

A new lag correlation analysis model is developed with a stepwise regression method. This model gives a simple method to generate predictors which suit to multivariate regression. Computational results show that this model is more objective in periodic predictor selection than general models. All predictors have the same premise of statistic and significance test to predictant.What's more,this model has some resolving power of hidden periodicity.

Project Supported:

Clc Number: