RECOGNIZING OVERDIFFERENCED TIME SERIES (Q4299024)

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scientific article; zbMATH DE number 598010
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RECOGNIZING OVERDIFFERENCED TIME SERIES
scientific article; zbMATH DE number 598010

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    RECOGNIZING OVERDIFFERENCED TIME SERIES (English)
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    21 July 1994
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    cointegration
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    unit roots
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    stationarity
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    ARMA-models
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    autoregressive integrated moving-average (ARIMA) models
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    blood flow rates
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    time series
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    differencing
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    autocorrelation function
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    inverse autocorrelation function
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    overdifferenced series
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