Spectral analysis of economic time series /

By:

Granger, C. W. J

Material type: Text

TextSeries: Princeton studies in mathematical economicsPublication details: Princeton, N.J.: Princeton University Press, c1964.Description: xviii, 299 p. :illSubject(s):

DDC classification:

330.182 GRA

LOC classification:

HB199 .G7

Summary: 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 paperback editions preserve the original texts of these important books while presenting them in durable paperback 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Monograph & others	CBN HQ Library General Stacks	Non-fiction	330.182 GRA (Browse shelf(Opens below))	Available		31008100127139

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Previous	330.182 DOR Linear programming and economic analysis /	330.182 FIS A priori information and time series analysis :	330.182 GOL Econometric theory /	330.182 GRA Spectral analysis of economic time series /	330.182 JOH Econometric methods /	330.182 MEA Measurement in economics :	330.182 NOV The use of mathematics in economics /	Next

Includes bibliographical references.

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 paperback editions preserve the original texts of these important books while presenting them in durable paperback 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.

aia 05/12/17

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