시계열 및 예측모델 선택과정에서 스펙트럼의 이용 The use of spectral analysis in choosing time series and forecasting models

A spectrum analysis method is presented with an example as an aid to Box and Jerkins model identification procedure, where the theoretical spectrum of ARMA model and its confidence intervals derived by chi-square distribution are compared. An APL (A Programming Language) program for the method is developed for the 16-bit personal computer.
Publisher
대한산업공학회
Issue Date
1988-06
Language
KOR
Citation

대한산업공학회지, v.14, no.1, pp.51 - 56

ISSN
1225-0988
URI
http://hdl.handle.net/10203/57637
Appears in Collection
KGSM-Journal Papers(저널논문)
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