Partial autocorrelation parameterization for subset autoregression

A new version of the partial autocorrelation plot and a new family of subset autoregressive models are introduced. A comprehensive approach to model identification, estimation and diagnostic checking is developed for these models. These models are better suited to efficient model building of high‐or...
Ausführliche Beschreibung

Gespeichert in:

Autor*in:	McLeod, A. I [verfasserIn] Zhang, Y

Format:	Artikel
Sprache:	Englisch

Erschienen:	2006

Rechteinformationen:	Nutzungsrecht: © COPYRIGHT 2006 Blackwell Publishers Ltd.

Schlagwörter:	monthly sunspot series long time series AR model identification and diagnostic checks partial autocorrelation plot seasonal or periodic time series forecasting Regression analysis Studies Time series Models 91B84 Statistics Theory 62M10 Mathematics

Übergeordnetes Werk:	Enthalten in: Journal of time series analysis - Oxford : Wiley-Blackwell, 1980, 27(2006), 4, Seite 599-612
Übergeordnetes Werk:	volume:27 ; year:2006 ; number:4 ; pages:599-612

Links:	Volltext Link aufrufen Link aufrufen Link aufrufen Link aufrufen

DOI / URN:	10.1111/j.1467-9892.2006.00481.x

Katalog-ID:	OLC1985152673

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author	McLeod, A. I
spellingShingle	McLeod, A. I ddc 510 bkl 31.73 misc monthly sunspot series misc long time series misc AR model identification and diagnostic checks misc partial autocorrelation plot misc seasonal or periodic time series misc forecasting misc Regression analysis misc Studies misc Time series misc Models misc 91B84 misc Statistics Theory misc 62M10 misc Mathematics Partial autocorrelation parameterization for subset autoregression
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topic_title	510 DNB 31.73 bkl Partial autocorrelation parameterization for subset autoregression monthly sunspot series long time series AR model identification and diagnostic checks partial autocorrelation plot seasonal or periodic time series forecasting Regression analysis Studies Time series Models 91B84 Statistics Theory 62M10 Mathematics
topic	ddc 510 bkl 31.73 misc monthly sunspot series misc long time series misc AR model identification and diagnostic checks misc partial autocorrelation plot misc seasonal or periodic time series misc forecasting misc Regression analysis misc Studies misc Time series misc Models misc 91B84 misc Statistics Theory misc 62M10 misc Mathematics
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title	Partial autocorrelation parameterization for subset autoregression
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title_full	Partial autocorrelation parameterization for subset autoregression
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title_sort	partial autocorrelation parameterization for subset autoregression
title_auth	Partial autocorrelation parameterization for subset autoregression
abstract	A new version of the partial autocorrelation plot and a new family of subset autoregressive models are introduced. A comprehensive approach to model identification, estimation and diagnostic checking is developed for these models. These models are better suited to efficient model building of high‐order autoregressions with long time series. Several illustrative examples are given.
abstractGer	A new version of the partial autocorrelation plot and a new family of subset autoregressive models are introduced. A comprehensive approach to model identification, estimation and diagnostic checking is developed for these models. These models are better suited to efficient model building of high‐order autoregressions with long time series. Several illustrative examples are given.
abstract_unstemmed	A new version of the partial autocorrelation plot and a new family of subset autoregressive models are introduced. A comprehensive approach to model identification, estimation and diagnostic checking is developed for these models. These models are better suited to efficient model building of high‐order autoregressions with long time series. Several illustrative examples are given.
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title_short	Partial autocorrelation parameterization for subset autoregression
url	http://dx.doi.org/10.1111/j.1467-9892.2006.00481.x http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9892.2006.00481.x/abstract http://econpapers.repec.org/article/blajtsera/v_3a27_3ay_3a2006_3ai_3a4_3ap_3a599-612.htm http://search.proquest.com/docview/202932789 http://arxiv.org/abs/1611.01370
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doi_str	10.1111/j.1467-9892.2006.00481.x
up_date	2024-07-04T02:22:11.418Z
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