Interpreting Spectral Analyses in Terms of Time-Domain Models
收藏NBER1974-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0037
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资源简介：
This paper derives relationships between frequency-domain and standard time-domain distributed-lag and autoregessive moving-average models. These relations are well known in the literature but are presented here in a pedogogic form in order to facilitate interpretation of spectral and cross-spectral
提供机构：
美国国家经济研究局
创建时间：
1974-04-01
