Analyzing Permanent and Transient Influences in Multiple Time Series Models

• 1 January 1983
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 1  (1) , 57
• https://doi.org/10.2307/1391773

Abstract

Keywords

• TIME SERIES
• ANALYZING PERMANENT
• TRANSIENT INFLUENCES
• MULTIPLE TIME
• SERIES MODELS
• PERMANENT AND TRANSIENT