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Example 12 - Problem Description

Constructing the trajectory matrix, applying SVD decomposition, reconstruction and forecasting
Dataset: Monthly US Imports from China, Jan-1990 to June-2006, FRED database series IMPCH Federal Reserve Bank of Saint Louis online database http://research.stlouisfed.org/fred2/

View Complete Source for STSA Example 12

  Example 12 - Graphics Output

















  Example 12 - Text Output



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