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- W2320190757 abstract "Abstract A method is presented for finding closed form expressions of the autocovariance function of a Box-Jenkins forecasting model. This method is based on the filter impulse response and its Z-transform, the transfer function. The bilateral Z-transform of the autocovariance function is obtained from the transfer function, and is inverted after a partial fraction expansion. One example is worked out in detail and a summary of solutions for a number of cases is given." @default.
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- W2320190757 date "1978-09-01" @default.
- W2320190757 modified "2023-09-25" @default.
- W2320190757 title "A Method for Determining the Autocoyariance Function of A Box-Jenkins Forecasting Model" @default.
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- W2320190757 doi "https://doi.org/10.1080/05695557808975214" @default.
- W2320190757 hasPublicationYear "1978" @default.
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