1. Fitting autoregressive models for prediction
2. Canonical Correlation Analysis of Time Series and the Use of an Information Criterion
3. Akaike H. Arahata E. andOzaki T.(1975 1976).Computer Sci. Monogr. TIMSAC‐74 Institute of Statistical Mathematics Tokyo. [Many standard packages (e.g. GENSTAT and GLIM) contain programs for ARMA systems fors = 1. A wide variety of programs coverings > 1 also are discussed. See also TIMSAC‐78 1979.]