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GENERALIZED SEASONAL ARIMA PROCESSES: REGULARITY/SINGULARITY CRITERIA AND LINEAR PREDICTION
Author(s) -
TruongVan B.
Publication year - 1983
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1983.tb00363.x
Subject(s) - autoregressive integrated moving average , mathematics , simple (philosophy) , statistics , seasonal adjustment , moving average , econometrics , time series , mathematical analysis , variable (mathematics) , philosophy , epistemology
Abstract. Criteria for any generalized seasonal ARIMA model to be a regular or to be a singular process are given and a new basic form of predictors for ARIMA processes is obtained, that can be computed in a simple way.