Interpreting partial autocorrelation functions of seasonal time series models

DOI10.1093/BIOMET/65.1.135zbMATH Open0375.62087OpenAlexW2065950444MaRDI QIDQ4153977FDOQ4153977

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)

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

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