Automatic seasonal auto regressive moving average models and unit root test detection

IEEM 2007: 2007 IEEE International Conference on Industrial Engineering and Engineering Management

Volumn , Issue , 2007, Pages 1129-1133

  Halim, S ^a   Bisono, I N ^a   Melissa, ^a   Thia, C ^a  

^a PETRA CHRISTIAN UNIVERSITY   (Indonesia)

Author keywords

Auto regressive integrated moving average; Box cox transformations; Unit root test

Indexed keywords

DATA REDUCTION; INFORMATION ANALYSIS; MATHEMATICAL MODELS; PROGRAM DIAGNOSTICS; TIME SERIES ANALYSIS;

BOX-COX TRANSFORMATIONS; INTEGRATED MOVING AVERAGE; SEASONAL COMPONENTS; UNIT ROOT TESTS;

REGRESSION ANALYSIS;

EID: 40649100561     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IEEM.2007.4419368     Document Type: Conference Paper

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