Time Series Analysis
1. We are using the approximation sign s* to mean that most elements of the matrices of both sides are equal.
2. The subscript p denotes the order of the autoregression. The size of the matrix should be inferred from the context.
3. Almon (1965) suggested an alternative method of computing f} based on^jgran – gian interpolation polynomials. Cooper (1972) stated that although the metlfigwlh, cussed in the text is easier to understand, Almon’s method is computationally»^? perior.