Xycoon logo
ARIMA Identification
Home    Site Map    Site Search    Free Online Software    
horizontal divider
vertical whitespace

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.
vertical whitespace




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
horizontal divider
horizontal divider

© 2000-2022 All rights reserved. All Photographs (jpg files) are the property of Corel Corporation, Microsoft and their licensors. We acquired a non-transferable license to use these pictures in this website.
The free use of the scientific content in this website is granted for non commercial use only. In any case, the source (url) should always be clearly displayed. Under no circumstances are you allowed to reproduce, copy or redistribute the design, layout, or any content of this website (for commercial use) including any materials contained herein without the express written permission.

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically updates the information without notice. However, we make no warranties or representations as to the accuracy or completeness of such information, and it assumes no liability or responsibility for errors or omissions in the content of this web site. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Contributions and Scientific Research: Prof. Dr. E. Borghers, Prof. Dr. P. Wessa
Please, cite this website when used in publications: Xycoon (or Authors), Statistics - Econometrics - Forecasting (Title), Office for Research Development and Education (Publisher), http://www.xycoon.com/ (URL), (access or printout date).

Comments, Feedback, Bugs, Errors | Privacy Policy