Interpreting partial autocorrelation functions of seasonal time series models

DOI10.1093/biomet/65.1.135zbMath0375.62087OpenAlexW2065950444MaRDI QIDQ4153977

David C. Hamilton, Donald G. Watts

Publication date: 1978

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/65.1.135

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

PARTIAL AUTOCORRELATION PROPERTIES FOR NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS ⋮ use of neural networks for system structure identification ⋮ A knowledge-based fuzzy decision tree classifier for time series modeling ⋮ ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS

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