THE PROBLEM OF AUTOCORRELATION IN REGRESSION ANALYSIS

[61] WATSON GS, 1951, I STATISTICS MIMEO S, V49

[62] WATSON GS, THESIS N CAROLINA ST

[63] Whittle P, 1951, HYPOTHESIS TESTING T

[64] Moments of the ratio of the mean square successive difference to the mean square difference in samples from a normal universe [J]. ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 : 239 - 241

[65] THE PERIODOGRAM OF AMERICAN BUSINESS ACTIVITY [J]. QUARTERLY JOURNAL OF ECONOMICS, 1934, 48 : 375 - 417

[66] WOLD H, 1949, J ROY STAT SOC B, V11, P297

[67] Wold H., 1938, STUDY ANAL STATIONAR

[68] On randomness in ordered sequences [J]. ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 : 293 - 300

[69] Why do we sometimes get nonsense-correlations between time-series? - A study in sampling and the nature of time-series. [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY, 1926, 89 : 1 - 69

[70] YULE GU, 1921, J ROY STAT SOC, V84, P496

[61] WATSON GS, 1951, I STATISTICS MIMEO S, V49

[62] WATSON GS, THESIS N CAROLINA ST

[63] Whittle P, 1951, HYPOTHESIS TESTING T

[64] Moments of the ratio of the mean square successive difference to the mean square difference in samples from a normal universe [J]. ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 : 239 - 241

[65] THE PERIODOGRAM OF AMERICAN BUSINESS ACTIVITY [J]. QUARTERLY JOURNAL OF ECONOMICS, 1934, 48 : 375 - 417

[66] WOLD H, 1949, J ROY STAT SOC B, V11, P297

[67] Wold H., 1938, STUDY ANAL STATIONAR

[68] On randomness in ordered sequences [J]. ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 : 293 - 300

[69] Why do we sometimes get nonsense-correlations between time-series? - A study in sampling and the nature of time-series. [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY, 1926, 89 : 1 - 69

[70] YULE GU, 1921, J ROY STAT SOC, V84, P496