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Original Articles

Permanent and temporary components of a time series in market analysis and forecasting

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Pages 157-177 | Received 25 Oct 1986, Published online: 20 Mar 2007

References

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  • Panktraz , Alan . 1983 . Forecasting with Univariate Box-Jenkins Models , New York : John Wiley and Sons .
  • Theil , H. 1966 . Applied Economic Forecasting Amsterdam, , North-Holland

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