Present position and potential developments: some personal views: time series analysis

作者: J. Durbin

DOI: 10.2307/2981673

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摘要: The relation between a frequency domain analysis and time of series is discussed. effect autocorrelation in the errors on least squares regression considered. Approximations to second order accuracy distributions some statistics interest are described. potential Kalman filter for problems including forecasting seasonal adjustment assessed.

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