Residual coherence is a graphical tool for selecting potential second-order interaction terms as functions of a single time series and its lags. This paper extends the notion of residual coherence to account for interaction terms of multiple time series. Moreover, an alternative criterion, integrated spectrum, is proposed to facilitate this graphical selection. A financial market application shows that new insights can be gained regarding implied market volatility.

翻译：剩余的一致性是一个图形工具,用于选择作为单一时间序列及其滞后的功能的二阶互动术语。本文扩展了剩余一致性的概念,以考虑到多个时间序列的交互性。此外,还提议了一种替代标准,即综合频谱,以便利这一图形选择。金融市场应用显示,可以就隐含的市场波动问题获得新的见解。