A two-stage method is proposed for investigating the independence of two covariance-stationary time series. It involves, first, fitting univariate models to each of the series, and then ...

This may be temporal correlation in the case of multi-harvest data from perennial crop field trials, or between-trait correlation in multi-trait data sets. Use of parsimonious yet plausible models for ...

In particular, they used a "covariance matrix" to flesh out patterns within the data using a statistical technique called principal-component analysis (PCA).