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- W2361119337 abstract "Abstract : Computer programs for spectral analysis of economic time series are presented in this Research Memorandum. There are essentially three programs. The first program computes power spectra of an arbitrary number of series. The second program computes power spectra of sets of up to fourteen series and cross spectra of every combination of two series in the set. The third program computes, in addition to the power and cross-spectra, the multiple and partial correlation of these spectra of sets of up to six series. Of each of these three programs, there is a Tukey-Hanning and a Parzen-version; both versions are presented here. The programs are written in the Fortran-language for a compu ter of a little over thirty-two-thousand memory locations. In the power- and cross-spectra programs one to two thousand locations have been saved to enable the inclusion of a subroutine that will instruct the computer to plot the results. In the multiple and partial correla tion subroutine of the third program use has been made of the facility to perform complex arithmetic operations on the IBM 7090. However, a version of this subroutine which uses only ordinary-arithmetic operations is given in the Appendix. The Tukey-Hanning version of each program is fully described and printed in extenso. (Author)" @default.
- W2361119337 created "2016-06-24" @default.
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- W2361119337 date "2008-12-01" @default.
- W2361119337 modified "2023-09-27" @default.
- W2361119337 title "Virtual Crack Extension Technique" @default.
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