Add to ORKGThis Demonstration shows realizations of a second-order auto-regressive (AR) process y, using the random variable r drawn from a normal density with mean zero and variance unity. It is governed by the equation: yi=a1yi-1+a2yi-2+ri(i=3,...,N, where N is the length of the series)Componente Curricular::Educação Superior::Ciências Exatas e da Terra::Matemátic
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<p>From top to bottom: control, 2 µg/l, 5 µg/l, 10 µg/l, 20 µg/l, 40 µg/l, resp.</p
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In the first part we examine autoregressive (AR) processes with random coefficients. We propose a le...
We develop a class of techniques for analyzing the output of simulations of a semi-regenerative proc...
This paper provides a means of accurately simulating explosive autoregressive processes and uses thi...
Generation of possibly nonstationary random process with specified autocorrelation functio
This Demonstration shows realizations of a first-order ARMA process , using the random variable dra...
In this paper, ordinary least squares (OLS) method will be used to estimate the parameters of auto-r...
<p>From top to bottom: control, 2 µg/l, 5 µg/l, 10 µg/l, 20 µg/l, 40 µg/l, resp.</p
This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares ...
The purpose of this paper is to differentiate between several asymptotically valid methods for confi...
Akaike's criterion is often used to test composite hypotheses; for example to determine the ord...
Modelar séries temporais de valores inteiros não-negativos pareceu-nos um desafio bastante aliciante...
The purpose of this paper is to receive a second order expansion of the t-statistic in AR(1) model i...
A time-series model for Laplace (double-exponential) variables having second-order autoregressive st...
We face the factor analysis problem using a particular class of auto-regressive processes. We propos...
INTRODUCTION With respect to Auto-Regressive (AR) modeling we distinguish the correct model, which...
In the first part we examine autoregressive (AR) processes with random coefficients. We propose a le...
We develop a class of techniques for analyzing the output of simulations of a semi-regenerative proc...
This paper provides a means of accurately simulating explosive autoregressive processes and uses thi...
Generation of possibly nonstationary random process with specified autocorrelation functio