Use of canonical analysis in time series model identification (Q3696345)
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scientific article; zbMATH DE number 3921779
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Use of canonical analysis in time series model identification |
scientific article; zbMATH DE number 3921779 |
Statements
Use of canonical analysis in time series model identification (English)
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1985
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second-order moment structure
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consistency properties
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extended
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sample autocorrelation
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order specification
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stationary or nonstationary autoregressive-moving average models
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canonical correlation analysis
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time series
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identification procedure
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eigenvalues
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two-way table
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ARMA(p,q) model
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autocovariances
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least squares estimates
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eigenvectors
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simulation study
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0.8547298908233643
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0.8494168519973755
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0.8392232060432434
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0.8353094458580017
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