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New arma models for Wolfer’s sunspot data

 

作者: Wayne A. Woodward,   H. L. Gray,  

 

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

页码: 97-116

 

ISSN:0361-0918

 

年代: 1978

 

DOI:10.1080/03610917808812063

 

出版商: Marcel Dekker, Inc.

 

关键词: time series;model identification;R- and S-arrays

 

数据来源: Taylor

 

摘要:

In this paper new ARMA models for the yearly sunspot numbers are obtained using the R- and S- arrays of Gray, Kelley, and Mclntire (1978). The models obtained are nonstationary and nearly nonstationary ARMA (8, 1) models. These new models are shown to be superior to the well-known ARMA (2, 0) model suggested by the Box-Jenkins approach.

 

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