Marek, Luboš - In: Acta Oeconomica Pragensia 2007 (2007) 1, pp. 63-70
The content of this paper is characterization the spectral properties of stationary models - namely autoregression model AR(p), model of moving averages MA(q) and mixed models ARMA(p,q). There is the clear relationship between spectral density and autocorrelation function of these stationary...