首页   按字顺浏览 期刊浏览 卷期浏览 A new approach to arma modeling
A new approach to arma modeling

 

作者: H. L. Gray,   G. D. Kelley,   D. D. Mc Intire,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1978）
卷期: Volume 7, issue 1  

页码: 1-77

 

ISSN:0361-0918

 

年代: 1978

 

DOI:10.1080/03610917808812057

 

出版商: Marcel Dekker, Inc.

 

关键词: autoregressive-moving average processer;G-spectral estimator;Box-Jenkins method;stationary processes;nonstationary processes

 

数据来源: Taylor

 

摘要:

In recent years the Box-Jenkins method has become a popular technique for forecasting future behavior of a time series. Once adecruate computer packages are available for most purposes. un fortunately the problem of determining the appropriate forecast model has, for models of any complexity, been one of the major stumbling blocks to the user of this method.

 

点击下载:  PDF (3594KB)



返 回