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.

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