Derivation of the Theoretical Autocovariance Function of Autoregressive–Moving Average Time Series

Ian McLeod

Journal of the Royal Statistical Society Series C, 1975, vol. 24, issue 2, 255-256

Abstract: An algorithm suitable for the machine calculation of the theoretical autocovariance function is suggested.

Date: 1975
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.2307/2346573

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:24:y:1975:i:2:p:255-256

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876

Access Statistics for this article

Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().