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A canonical analysis of multiple time series

✍ Scribed by BOX, G. E. P.; TIAO, G. C.


Book ID
121476080
Publisher
Oxford University Press
Year
1977
Tongue
English
Weight
576 KB
Volume
64
Category
Article
ISSN
0006-3444

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Forecasting accounting data: A multiple
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## Abstract This paper examines the relative forecasting performance of multivariate time‐series analysis. One hundred consecutive monthly observations for three accounting series were obtained from a manufacturing division of a large corporation. Regression, univariate time‐series, transfer‐functi