Search
Now showing items 1-2 of 2
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), ...