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A Three-Stage Iterative Procedure for Space-Time Modeling Phillip

 

作者: PhillipE. Pfeifer,   StuartJay Deutrch,  

 

期刊: Technometrics  （Taylor Available online 1980）
卷期: Volume 22, issue 1  

页码: 35-47

 

ISSN:0040-1706

 

年代: 1980

 

DOI:10.1080/00401706.1980.10486099

 

出版商: Taylor & Francis Group

 

关键词: Space-time modeling;STARIMA;STAR;STMA;Time series modeling;Three-stage model building procedure

 

数据来源: Taylor

 

摘要:

A three-stage iterative procedure for building space-time models is presented. These models fall into the general class of STARIMA models and are characterized by autoregressive and moving average terms lagged in both time and space. This model class collapses into the ARIMA model class in the absence of spatial correlation. The theoretical properties of STARIMA models are presented and the model building procedure is described and illustrated by a substantive example.

 

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