Non linear relationship in time series
Posted: Mon Aug 11, 2014 11:10 pm
Hello all,
I have 2 time series data series (daily frequency). What tests can I use to understand whether the relationship between them is linear or non linear?
In case, the relationship is non linear, what models can I fit to describe that relationship? Are there any tests I can perform for this?
Thanks,
Sreeja
I have 2 time series data series (daily frequency). What tests can I use to understand whether the relationship between them is linear or non linear?
In case, the relationship is non linear, what models can I fit to describe that relationship? Are there any tests I can perform for this?
Thanks,
Sreeja