Final_1.pdf

(Tuis.) #1

FURTHER READING MATERIAL


Time Series


Diebold, Francis X. Elements of Forecasting. (Cincinnati, Ohio: South Western Col-
lege Publishing, 1998).


AIC


Akaike, H. “A New Look at Statistical Model Identification.” IEEE Transactions on
Automatic Control19 (1974): 716–723.


Time Series 33

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