Dynamic relationship analysis of us gasoline and crude oil prices
暂无分享,去创建一个
[1] Steven C. Hillmer. Monitoring and adjusting forecasts in the presence of additive outliers , 1984 .
[2] Gwilym M. Jenkins,et al. Time series analysis, forecasting and control , 1972 .
[3] G. C. Tiao,et al. Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models , 1984 .
[4] Larry D. Haugh,et al. Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series , 1977 .
[5] Peter C. Young,et al. Recursive Estimation and Time Series Analysis , 1984 .
[6] G. C. Tiao,et al. Modeling Multiple Time Series with Applications , 1981 .
[7] M. Otto,et al. Outliers in Time Series , 1972 .
[8] Keh-Shin Lii. TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION , 1985 .
[9] George E. P. Box,et al. Intervention Analysis with Applications to Economic and Environmental Problems , 1975 .
[10] Paul Newbold,et al. Some Comments on a Paper of Coen, Gomme and Kendall , 1971 .
[11] Ruey S. Tsay,et al. Model Identification in Dynamic Regression (Distributed Lag) Models , 1985 .
[12] J. Ledolter. The effect of additive outliers on the forecasts from ARIMA models , 1989 .
[13] R. Tsay. Outliers, Level Shifts, and Variance Changes in Time Series , 1988 .