A Note on the Periodogram of the Beveridge Wheat Price Index
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1955 · Volume 17 · Issue 2
DOI: 10.1111/j.2517-6161.1955.tb00196.x
Abstract
Thecomplete periodogram of the Beveridge Wheat Price Index is given and is then used to test the goodness of fit of the second order autoregressive scheme proposed by Sargan.
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