Relationship between the Mean and the Constant in a Box–Jenkins Time Series Model

被引：0

作者：

Jesús Rosel

Jaime Arnau

Pilar Jara

机构：

[1] Universidad ‘Jaime I’,Area de Metodología, Departamento de Psicología

[2] Campus Carretera de Borriol,undefined

[3] University of Barcelona,undefined

来源：

Quality and Quantity | 1998年 / 32卷

关键词：

time series; Box–Jenkins models;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In some publications the mean is identified with the constant of a Box–Jenkins time series model. In this paper the relation between both terms is demonstrated. Furthermore, by means of an example, the errors which may be made if one does not use each term adequately are shown.

引用

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页码：155 / 163

页数：8

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