中文版

Contents 1.Preface 2.What is a time series? 3.AEMA models 4.The autocorrelation and autocovariance functions 5.Prediction and Impulse-Respinse Functions 6.Stationarity and world representation 7.VARs:orthogonalization,variance decomposition,Granger causality 8.Spectral Representation 9.Spectral analysis in finite samples 10.Unit Roots 11.Cointegration

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