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NIST Technical Note 1337: Characterization of Clocks and Oscillators

NIST Technical Note 1337: Characterization of Clocks and Oscillators

NIST Technical Note 1337: Characterization of Clocks and Oscillators

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where the coefficients A. B, C, etc., are given by:A 3 [3N (N + 1) + 2]B = -18 (2N + 1)C 30D 12 (2N + 1) (8N + 11) I [(N + 1) (N + 2)]E -180 I (N + 2)F = 180 I [(N + 1) (N + 2)]<strong>and</strong>G N (N - 1) (N - 2).In matrix form, the error variance for forecast values is:where Nk' = [1 no no] <strong>and</strong> TO no is the date for the forecast point, Xk' Thatis, no = N + K <strong>and</strong> K is the number <strong>of</strong> lags past the last data point at lag N.A568TN-28I

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