Time Series Analysis Package
References
Brockwell, P. J., and Davis, R. A. (1991). Time Series: Theory and Methods. 2nd ed. New York: Springer-Verlag.
Cooley, J. W., and Tukey, J. W. (1965). “An Algorithm for the Machine Calculation of Complex Fourier Series.” Mathematics of Computation 19:297–301.
Hodrick, R. J., and Prescott, E. C. (1980). “Post-war U.S. Business Cycles: An Empirical Investigation.” Discussion Paper 451, Carnegie Mellon University.
Monro, D. M., and Branch, J. L. (1977). “Algorithm AS 117: The Chirp Discrete Fourier Transform of General Length.” Journal of the Royal Statistical Society, Series C 26:351–361.
Priestley, M. B. (1981). Spectral Analysis and Time Series. London: Academic Press.
Singleton, R. C. (1969). “An Algorithm for Computing the Mixed Radix Fast Fourier Transform.” IEEE Transactions on Audio and Electroacoustics 17:93–103.