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Act Nerv Super (Praha). 1975 May;17(2):149-54.

The discrimination in time series analysis - a working procedure.

Activitas nervosa superior

P P Mager

PMID: 1166761

Abstract

A linear filter model can be differentiated into an autoregressive, a moving average and into a mixed autoregressive-moving average model of order k. In this paper is given a working procedure for the discrimination of short time series in its order.

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