ADDITIONAL REFERENCES
- Dagum , E. B. 1983 . “Spectral Properties of the Concurrent and Forecasting Seasonal Filters of the X-11-ARIMA Methods,” . The Canadian Journal of Statistics , 1 : 73 – 90 .
- Granger , C. W. J. 1983 . “Co-Integrated Variables and Error-Correcting Models,” University of California, San Diego, Dept. of Economics. . Working Paper No. 83–13
- Granger , C. W. J. and Engle , R. 1984 . “Long-Run Economic Relationships, Error-Correcting Models and Co-Integrated Variables,” manuscript in preparation