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    Statements

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    3 December 2010
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    correlations
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    autocorrelations
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    multidimensional time series
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    time series regression
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    ARIMA models
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    regression
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    spectral analysis
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    linear filters
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    state space models
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    structural models
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    dynamic linear models
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    GARCH models
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    ARMAX models
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    cluster analysis
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    principal components analysis
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    large sample theory
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    time domain theory
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    spectral domain theory
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    Identifiers

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