Publication:3700658
From MaRDI portal
zbMath0578.62095MaRDI QIDQ3700658
Mark W. Watson, Clive W. J. Granger
Publication date: 1984
time series; forecasting; spectral methods; seasonal adjustment; multiple time series; integrated models; econometric models; differencing of data
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
91B84: Economic time series analysis