Browsing by Subject "homoscedasticity"
Now showing items 1-3 of 3
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Explicit Equations for ACF in Autoregressive Processes In the Presence of Heteroscedasticity Disturbances
(2011)The autocorrelation function, ACF, is an important guide to the properties of a time series. Explicit equations are derived for ACF in the presence of heteroscedasticity disturbances in pth order autoregressive, AR (p), ... -
Explicit equations for ACF in the presence of heteroscedasticity disturbances in first-order autoregressive models, AR (1)
(2009)The autocorrelation function, ACF, is an important guide to the properties of a time series. We derive explicit equations for ACF in the presence of heteroscedasticity disturbances in first-order autoregressive, AR (1), ... -
معادلات محددة لدالة الارتباط الذاتي في حالة عدم تجانس تباينات الأخطاء العشوائية لنماذج الارتباط الذاتي من الرتبة الأولى
(الجامعة الإسلامية - غزة, 2009)The autocorrelation function, ACF, is an important guide to the properties of a time series. We derive explicit equations for ACF in the presence of heteroscedasticity disturbances in first-order autoregressive, AR(1), ...