Test procedures for detecting overdifferencing or a moving average unit root in Gaussian autoregressive integrated moving average (ARIMA) models are proposed. The tests can be used when an ...
The unweighed sample mean is examined as an estimator of the population mean in a first-order auto regressive model. It is demonstrated that the precision of this estimator deteriorates as the number ...
Autoregressive models are a statistical technique used to predict future values in a sequence based on its past values. It is essentially a fancy way of saying that it uses the past to predict the ...
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