The partial autocorrelation function of a first order non-invertible moving average process

In this paper an expression is obtained for the determinant of a particular patterned matrix. The result is then used to derive the partial autocorrelation function of a first order non-invertible moving average process.

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Year of publication:	2002
Authors:	Triacca, Umberto
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 9.2002, 1, p. 13-15
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005437639