Geometrical interpretation of the mean and the constant in a Box-Jenkins time series model

Quality and Quantity

Volumn 36, Issue 4, 2002, Pages 411-425

  Rosel, Jesus ^a   Jara, Pilar ^a   Arnau, Jaime ^b  

^a UNIVERSITAT JAUME I   (Spain)

^b Campus de Borriol ^*

Author keywords

Autoregressive models; Box Jenkins models; Time series

Indexed keywords

EID: 0036417149     PISSN: 00335177     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1020963420777     Document Type: Article

References (9)

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2. Box, G. E. P., Jenkins, P. M. & Reinsel, G. C. (1994). Time Series Analysis: Forecasting and Control, 3rd edn. Englewood Cliffs, NJ: Prentice Hall.
3. Dickey, D. A. & Fuller, W. A. (1979). Distribution on the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74: 427-431.
4. Dickey, D. A. & Fuller, W. A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49: 1057-1072.
5. Dixon, W. J. (ed.) (1992). BMDP Statistical Software. Berkeley, CA: University of California Press.
6. Elósegui, E. (1999). Series Temporales: Aplicación de los modelos ARIMA para el análisis del tabaquismo. Unpublished doctoral dissertation, Universidad de Málaga, España.
7. Norusis, M. J. (1999). SPSS Trends 9.0. Chicago: IL: SPSS Inc.
8. Rosel, J., Arnau, J. & Jara, P. (1998). Relationship between the mean and the constant in a Box-Jerkins time series model. Quality and Quantity 10(1): 155-163.
9. SAS (1991). SAS/ETS Software, Version 6. Cary, NC: SAS Institute Inc.