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.
The Princeton Legacy Library uses the latest print-on-demand
technology to again make available previously out-of-print books
from the distinguished backlist of Princeton University Press.
These editions preserve the original texts of these important books
while presenting them in durable paperback and hardcover editions.
The goal of the Princeton Legacy Library is to vastly increase
access to the rich scholarly heritage found in the thousands of
books published by Princeton University Press since its founding in
1905.
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