... Technometrics, 22, 3 89 39 6 .Kohn, R. and Ansley, C. ( 198 5), “Efficient Estimation and Prediction in Time Series RegressionModels,” Biometrika, 72, 3, 694 – 697 .Ljung, G. M. and Box, G. E. P. ( 197 8), “On ... 49, 53 66.Newton, H. Joseph and Pagano, Marcello ( 198 3) , “The Finite Memory Prediction of CovarianceStationary Time Series,” SIAM Journal of Scientific and Statistical Computing, 4, 33 0 3 39 . References ... Models,” JASA, 79 (38 5),84 96 .Tsay, R. S. and Tiao, G. C. ( 198 5), “Use of Canonical Analysis in Time Series Model Identification,”Biometrika, 72 (2), 299 31 5.Woodfield, T. J. ( 198 7), “Time Series...