Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model

被引：0

作者：

Jesús Rosel

Pilar Jara

Jaime Arnau

机构：

[1] Universidad `Jaume I',

[2] Universidad de Barcelona,undefined

来源：

Quality and Quantity | 2002年 / 36卷

关键词：

time series; Box-Jenkins models; autoregressive models;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Certain manuals and computer programs mistakenly identify the mean with the constant in Box-Jenkins time series models. In this paper, it will be shown that (a) the mean and the constant have different values in autoregressive models, and (b) they have an algebraic and graphical relationship.

引用

页码：411 / 425

页数：14

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