Browsing by Subject "homoscedasticity"

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Explicit Equations for ACF in Autoregressive Processes In the Presence of Heteroscedasticity Disturbances

Safi, Samir K. (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)

Safi, Samir K. (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

Safi, Samir K. (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), ...