Time Series Modeling and Interpretation
作者： M. J. Morris
DOI: 10.1017/CBO9780511753961.012
关键词: Time series modeling 、 Observational error 、 Econometrics 、 Simple (abstract algebra) 、 Autoregressive–moving-average model 、 Simulated data 、 Statistical physics 、 Series (mathematics) 、 Interpretation (model theory) 、 Mixed model 、 Computer science
摘要: By considering the model generating sum of two or more series, it is shown that mixed ARMA one most likely to occur. As economic series are both aggregates and measured with error follows such models will often be found in practice. If a found, possibility resolving into simple components considered theoretically for simulated data.
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sci-hub.se 参考文章(6)
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