Interpreting partial autocorrelation functions of seasonal time series models

DOI10.1093/BIOMET/65.1.135MaRDI QIDQ4153977zbMATH OpenOpenAlexFDO

Authors 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)

Cited in

(4)

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

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