Spectral Analysis of Economic Time Series
Language: English
Published by Princeton University Press, 2015
- Softcover
- Used
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- Title
- Spectral Analysis of Economic Time Series
- Author
- Granger, Clive William John; Hatanaka, Michio
- Publisher
- Princeton University Press
- Publication year
- 2015
- Condition
- As New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 069162478X
- ISBN 13
- 9780691624785
The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data.
Originally published in 1964.
The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
"Synopsis" may belong to another edition of this title.
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