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Time Series: Cycles
Mark W. Watson
Princeton School of Public and International Affairs
Bendheim Center for Finance
Center for Statistics & Machine Learning
Economics
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Mathematics
Approximates
33%
Moving Average
66%
Spectral Density Function
33%
Spectral Property
33%
Stochastic Process
100%
Keyphrases
ARMA Process
33%
Cyclic Properties
66%
Moving Average Filter
66%
Periodic Property
33%
Engineering
Moving Average Filter
100%