The partial autocorrelation function of a first order non-invertible moving average process

Umberto Triacca ()

Applied Economics Letters, 2002, vol. 9, issue 1, 13-15

Abstract: In this paper an expression is obtained for the determinant of a particular patterned matrix. The result is then used to derive the partial autocorrelation function of a first order non-invertible moving average process.

Date: 2002
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DOI: 10.1080/13504850110050665

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