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Legacy Documentation
Time Series
(2011)
This is documentation for an obsolete product.
Current products and services
User's Guide to Time Series
Estimation of Correlation Function and Model Identification
1.5 Estimation of Correlation Function and Model Identification
Introduction
1.5.1 Estimation of Covariance and Correlation Functions
1.5.2 The Asymptotic Distribution of the Sample Correlation Function
1.5.3 The Sample Partial Correlation Function
1.5.4 Model Identification
1.5.5 Order Selection for Multivariate Series
