Full range autoregressive time series models
Abstract
En
A new family of time series models, called the Full Range Autoregressive model, is introduced which avoids the difficult problem of order determination in time series analysis. Some of the basic statistical properties of the new model are studied.
A new family of time series models, called the Full Range Autoregressive model, is introduced which avoids the difficult problem of order determination in time series analysis. Some of the basic statistical properties of the new model are studied.
DOI Code:
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Keywords:
Autoregressive model; autoregressive moving average model; order determination; FRAR model; identifiability; stationary condition
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