Symbolic ARMA Model Analysis |
| |
| Authors: | Keith H. Webb Lawrence M. Leemis |
| |
| Affiliation: | 1. Department of Mathematics, The College of William & Mary, Williamsburg, VA, 23187–8795, USA
|
| |
| Abstract: | ARMA models provide a parsimonious and flexible mechanism for modeling the evolution of a time series. Some useful measures of these models (e.g., the autocorrelation function or the spectral density function) are tedious to compute by hand. This paper uses a computer algebra system, not simulation, to calculate measures of interest associated with ARMA models. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
