INTERPRETING PARTIAL AUTOCORRELATION FUNCTIONS OF SEASONAL TIME-SERIES MODELS
成果类型：
Article
署名作者：
HAMILTON, DC; WATTS, DG
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2335288
发表日期：
1978
页码：
135140
关键词：
摘要：
A simple approach to understanding the behavior of the partial autocorrelation function of seasonal time series is presented, based on a partial autocorrelation pattern. This pattern, which acts as a signature of the regular component of the model, is a simple composite of the autocorrelation and partial autocorrelation functions of the regular component.