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new random effects that appear at a certain time but also affect values of at later times. In this instance the use of the term "linear model" refers to the structure of the above relationship in representing as a linear function of past values of the same time series and of current and past values of the innovations. This particular aspect of the structure means that it is relatively simple to derive relations for the mean and covariance properties of the time series. Note that here the "linear" part of

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