Here is my first example. Vector A cross vector B as shown: The first step to find the direction is to identify the TWO vectors that are perpendicular to both the vectors A and B. There will be two.

Roch Roy, , Vector Cross-Correlation in Time Series and Applications, International Statistical Review / Revue Internationale de Statistique, Vol. 61, No. 3 (Dec ...

This paper considers estimation and inference in panel vector autoregressions where (i) the individual effects are either random or fixed, (ii) the time-series properties of the model variables are ...