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Identification and Interpretation of First Order Space-Time ARMA Models

 

作者: phillipE. Pfeifer,   StuartJay Deutsch,  

 

期刊: Technometrics  （Taylor Available online 1980）
卷期: Volume 22, issue 3  

页码: 397-408

 

ISSN:0040-1706

 

年代: 1980

 

DOI:10.1080/00401706.1980.10486172

 

出版商: Taylor & Francis Group

 

关键词: Space-time modeling;STARMA;STAR;STMA;Time series modeling;Initial estimates;Identification

 

数据来源: Taylor

 

摘要:

The effect of system size and shape on the theoretical space-time autocorrelation function is described for first order STARMA models. Figures and tables are presented to assist in identification considerations which include model interpretation, patterns of the theoretical spacetime autocorrelation and partial autocorrelation functions, and initial estimation for the STAR(11) and STMA(11) models.

 

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