In our endeavours to understand the changing world around us, observations of one kind or another are frequently made sequentially over time. The record of sunspots is a classic example, which may be traced as far back as 28 B.C. (see, e.g. Needham, 1959, p. 435).
KeywordsRegression Function ARMA Model Spectral Density Function Stationary Time Series Linear Difference Equation
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