The use of spectral analysis in choosing time series and forecasting models

시계열 및 예측모델 선택과정에서 스펙트럼의 이용

A spectrum analysis method is presented with an example as an aid to Box and Jerkins' model identification procedure, where the theoretical spectrum of ARMA model and its confidence intervals derived by chi-square distribution are compared. An APL (A Programming Language) program for the method is developed for the 16-bit personal computer.