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Spectral Analysis of Economic Time Series. (PSME-1)
Clive William John Granger & Michio Hatanaka

Paperback | 2015 | $41.50 | £34.95 | ISBN: 9780691624785
Hardcover | 2016 | $115.00 | £95.95 | ISBN: 9780691651323
318 pp. | 6 1/8 x 9 1/4
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The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data.

Originally published in 1964.

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