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The analysis of dependencies between time series in psychological experiments
Author(s) -
Brunsdon T. M.,
Skinner C. J.
Publication year - 1987
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1987.tb00873.x
Subject(s) - series (stratigraphy) , identification (biology) , statistics , econometrics , time series , mathematics , computer science , paleontology , botany , biology
The analysis of causal dependence between multiple time series recorded for each of many subjects in a psychological experiment is discussed. The approach of Geweke to the identification and measurement of directional and instantaneous relationships between variables is reviewed. Both unconditional relationships and relationships conditional on values of ‘third variables’ are considered. Methods are applied to time series records of heart rate, body movement, skin conductance and measures of expressed emotion.