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Message-ID: <b1f16d9d0901211717ka4d890fgbec1424068aceaa0@mail.gmail.com>
Date: 2009-01-22T01:17:46Z
From: Michael
Subject: how to study the lead and lag relation of two time series?

Hi all,

Is there a way to study the lead and lag relation of two time series?

Let's say I have two time series, At and Bt. Is there a systematic way
of concluding whether it's A leading B or B leading A and by how much?

Thanks!