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ARIMA Identification
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Time Series Analysis - ARIMA Models - ARIMA Identification

[Home] [Up] [ARIMA Estimation] [ARIMA Checking] [ARIMA Forecasting] [ARIMA Extensions] [Identification]

[Basics] [AR(1) process] [AR(2) process] [AR(p) process] [MA(1) process] [MA(2) process] [MA(q) process] [ARMA(1,1) process] [ARMA(p,q) process] [Wold's decomp.] [Non stationarity] [Differencing] [Behavior] [Inverse Autocorr.] [Unit Root Tests]

V.I.1 ARIMA Identification

This section provides insight into the Identification of ARIMA models, according to the methodology of Box & Jenkins. Emphasis is on definitions and various important properties (proofs are kept to a minimum). Understanding of this chapter is essential in the field of scientific time series analysis.

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Home
Up
ARIMA Estimation
ARIMA Checking
ARIMA Forecasting
ARIMA Extensions
Identification
Basics
AR(1) process
AR(2) process
AR(p) process
MA(1) process
MA(2) process
MA(q) process
ARMA(1,1) process
ARMA(p,q) process
Wold's decomp.
Non stationarity
Differencing
Behavior
Inverse Autocorr.
Unit Root Tests
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