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This p aper attemp ts to d evelop a philosophy for empiri cal time series a na lys is, in volving t h e routin e usc of four data handling proced ures (c ovariance estimatioll, spect. ral est im ation, a u toregressive modrl fitting and spectral esti mation , and trend elimination a nd estim ation) embodied in a computer prog ram.
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Emanuel Parzen (1964) studied this question.
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