JSTOR Daily

Interpreting Partial Autocorrelation Functions of Seasonal Time Series Models

A simple approach to understanding the behaviour of the partial autocorrelation function of seasonal time series is presented, based on a partial autocorrelation pattern. This pattern, which acts as a ...
Simon Fraser University

Input Variables and Regression with ARMA Errors

To use input series, list the input series in a CROSSCORR= option on the IDENTIFY statement and specify how they enter the model with an INPUT= option on the ESTIMATE statement. For example, you might ...
JSTOR Daily

Robust Identification of Autoregressive Moving Average Models

Journal of the Royal Statistical Society. Series C (Applied Statistics) We introduce a class of robust estimates for the partial autocorrelation function of a univariate stationary time series and ...
Simon Fraser University

Missing Values and Autocorrelations

To compute the sample autocorrelation function when missing values are present, PROC ARIMA uses only cross products that do not involve missing values and employs divisors that reflect the number of ...
Investopedia

Autocorrelation Explained: Definition, Function, and Testing Methods

Tim Smith has 20+ years of experience in the financial services industry, both as a writer and as a trader. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real ...
IEEE

Yizhi Zhang

Akaike Information Criterion,Analysis Diagram,Autocorrelation Coefficient,Autocorrelation Function,Autoregressive,Correlation Function,Generated Time Series,Lag Period,Non-stationary Time ...
IEEE

Mohammed F. Tawfiq

Air Pollution,Air Pollution Prediction,Air Quality,Autocorrelation Function,Carbon Monoxide,Climate Variability,Final Layer,Forecasting Model,Forget Gate,Indoor Air Pollution,Long Short-term ...