Measurement of Linear Dependence and Feedback Between Multiple Time Series
定义了多个时间序列之间线性依赖和反馈的度量，包括从第一序列到第二序列的线性反馈、反向反馈以及瞬时线性反馈，并提供了频率分解和推断方法。
Measures of linear dependence and feedback for multiple time series are defined. The measure of linear dependence is the sum of the measure of linear feedback from the first series to the second, linear feedback from the second to the first, and instantaneous linear feedback. The measures are nonnegative, and zero only when feedback (causality) of the relevant type is absent. The measures of linear feedback from one series to another can be additively decomposed by frequency. A readily usable theory of inference for all of these measures and their decompositions is described; the computations involved are modest.