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Assessing the association between two spatial or temporal sequences

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  • Ronny Vallejos

Abstract

This paper deals with the codispersion coefficient for spatial and temporal series. We present some results and simulations concerning the codispersion coefficient in the context of spatial models. The results obtained are immediate consequences of the asymptotic normality of the sample codispersion coefficient and show certain limitations of the coefficient. New simulation studies provide information about the performance of the coefficient with respect to other coefficients of spatial association. The behavior of the codispersion coefficient under additively contaminated processes is also studied via Monte Carlo simulations. In the context of time series, explicit expressions for the asymptotic variance of the sample version of the coefficient are given for autoregressive and moving average processes. Resampling methods are used to compute the variance of the coefficient. A real data example is presented to explore how well the codispersion coefficient captures the comovement between two time series in practice.

Suggested Citation

  • Ronny Vallejos, 2008. "Assessing the association between two spatial or temporal sequences," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(12), pages 1323-1343.
    • Handle: RePEc:taf:japsta:v:35:y:2008:i:12:p:1323-1343
    DOI: 10.1080/02664760802382418
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    References listed on IDEAS

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    1. Alessandra Iacobucci, 2005. "Spectral Analysis for Economic Time Series," Lecture Notes in Economics and Mathematical Systems, in: Jacek Leskow & Lionello F. Punzo & Martín Puchet Anyul (ed.), New Tools of Economic Dynamics, chapter 12, pages 203-219, Springer.
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    Cited by:

    1. Fabio Pammolli & Francesco Porcelli & Francesco Vidoli & Monica Auteri & Guido Borà, 2017. "La spesa sanitaria delle Regioni in Italia - Saniregio2017," Working Papers CERM 01-2017, Competitività, Regole, Mercati (CERM).
    2. Amado Villarreal González & Saidi Magaly Flores Sánchez & Miguel A. Flores Segovia, 2016. "Patrones de co-localización espacial de la industria aeroespacial en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 31(1), pages 169-211.
    3. Vidoli, Francesco & Auteri, Monica, 2022. "Health-care demand and supply at municipal level: A spatial disaggregation approach," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).
    4. Ronny Vallejos & Felipe Osorio & Diego Mancilla, 2015. "The codispersion map: a graphical tool to visualize the association between two spatial variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(3), pages 298-314, August.
    5. Moreno Bevilacqua & Ronny Vallejos & Daira Velandia, 2015. "Assessing the significance of the correlation between the components of a bivariate Gaussian random field," Environmetrics, John Wiley & Sons, Ltd., vol. 26(8), pages 545-556, December.

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