本文應用譜相方法探討混合（p , q）階自身廻歸移動平均模式，即ARMA（p , q）模式，參數的漸近有效推定。進而考慮附加外生變數後的擴大模式，其在純量型和向量型下的推定。第一章，緒論。第二章，純量型ARMA（p , q）模式之參數推定。說明在漸近有效的意味下，如何經由傅立葉轉換過的觀測資料來推定移動平均MA（q）模式，並據以推定純量型ARMA（p , q）模式。第三章，純量型ARMA（p , q）附加外生變數模式之參數推定。討論在第二章純量型模式中，額外加進一組外生變數後，模式的漸近有效推定。第四章，向量型ARMA（p , q）附加外生變數模式之參數推定。乃應用張量符號，將前一章之模式推定推廣到向量型。第五章，模式參數之Newton - Raphson等價推定。說明以Newton - Raphson計算法，如何獲致與前幾章相同的漸近有效推定量。第六章，應用與結論。

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