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Use of canonical analysis in time series model identification |
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| Authors: | TSAY RUEY S; TIAO GEORGE C |
| Institution: | Department of Statistics, Carnegie-Mellon University Pittsburgh, Pennsylvania 15213, U.S.A Graduate School of Business, University of Chicago Chicago, Illinois 60637, U.S.A |
| Abstract: | |
| Keywords: | Autoregressive moving average model Canonical correlation Extended sample autocorrelation Least squares Time series |
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