| 期刊論文| 1. | Haugh, L. D.、Box, G. E. P.(1977)。Identification of Dynamic Regression (Distributed Lag) Models: Connecting Two Time Series。Journal of the American Statistical Association，72(357)，121-130。   | | 2. | Box, G. E. P.、Newbold, P.(1971)。Some Comments on a Paper of Coen, Gomme and Kendall。Journal of the Royal Statistical Society: Series A，134(2)，229-240。 | | 3. | Bartlett, M. S.(1946)。On the Theoretical Specification of Sampling Properties of Autocorrelated Time Series。Journal of Royal Statistical Society，8(1)，27-41。 | | 4. | Kendall, M. G.(1945)。On the Analysis of Oscillatory Time-Series。Journal of the Royal Statistical Society，108(1/2)，93-129。 | | 5. | Steckler, H. O.(1968)。Forecasting with Econometric Model: an Evaluation。Econometrica，36(3/4)，437-463。 | | 6. | Box, G. E. P.、Tiao, G. C.(1975)。Intervention analysis with applications to economic and environmental problems。Journal of the American Statistical Association，70(349)，70-79。 | | 7. | Slutzky, Eugen(1937)。The Summation of Random Causes as the Source of Cyclic Processes。Econometrica，5(2)，105-146。 | 研究報告| 1. | Hillmer, S. C.、Tiao, G. C.(1977)。Likelihood Function of Stationary Multiple Autoregressive Moving Average Models。Madison：Department of Statistics, Univ. of Wisconsin。 | 圖書| 1. | Box, G. E. P.、Jenkins, G. M.(1976)。Time Series Analysis: Forecasting, and Control。Holden-Day。 | | 2. | Pindyck, Robert S.、Rubinfeld, Daniel L.(1981)。Econometric Models and Economic Forecasts。New York, NY：McGraw-Hill Book Company。 | | 3. | Hannan, Edward J.(1970)。Multiple time series。New York：John Wiley & Sons。 | | 4. | Nelson, Charles R.(1973)。Applied Time Series Analysis for Managerial Forecasting。San Francisco, California：Holden-Day, Inc.。 | | 5. | 李庸三(1979)。經濟計量方法。臺北：三民書局。 延伸查詢 | | 6. | Bartlett, M. S.(1955)。Stochastic Processes。Cambridge：Cambridge University Press。 | | 7. | Duesenberry, J. S.(1969)。The Brookings Model: Some Further Results。Chicago：Rand McNally。 | | 8. | Kendall, M. G.、Stuart, A.(1966)。The Advanced Theory of Statistics。London：Griffin。 | | 9. | Quenouille, M. H.(1957)。The Analysis of Multiple Time Series。London：Griffin。 | |