The Determination of Seasonal ARMA Models.

Abstract

Gray, Kelley, and McIntire (1978) have described a method for determining the order of an ARMA process and for identifying roots of the characteristic equation on or near the unit circle. In this paper, we will demonstrate how that approach can be utilized in modeling seasonal data. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1980
Accession Number
ADA091516

Entities

People

  • Michael Morton

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Autocorrelation
  • Blood Coagulation Factors
  • Data Science
  • Data Sets
  • Equations
  • Frequency
  • Frequency Domain
  • High Pass Filters
  • Identification
  • Information Science
  • Plastic Explosives
  • Random Variables
  • Stationary
  • Stationary Processes
  • Stochastic Processes
  • United States Government
  • White Noise

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  • Statistical inference.