Statistical assessment of a unique time series analysis technique
Empirical tests of a particular least squares multiple prediction program were studied, as well as the relationship of this particular program to general least squares multiple prediction theory. Empirical evaluation and test of the program involved: (1) conversion of the program to run on an IBM 360/44 with replication of test results obtained on a Univac 1108; and (2) generation and analysis of Monte Carlo simulated data with the objective of comparison against results theoretically obtainable from spectrum analysis routines.