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  • Search: subject:"Unit roots analysis"
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Autocorrelation functions 2 Computer algebra systems 2 Time series analysis 2 Unit roots analysis 2 ARMA model 1 ARMA-Modell 1 Autocorrelation 1 Autokorrelation 1 Einheitswurzeltest 1 Estimation theory 1 Schätztheorie 1 Spectral density function 1 Spectral desity function 1 Unit root test 1 Zeitreihenanalyse 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Leemis, Lawrence 1 Leemis, Lawrence M. 1 Webb, Keith 1 Webb, Keith H. 1
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Computational Economics 1 Computational economics 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Symbolic ARMA model analysis
Webb, Keith H.; Leemis, Lawrence M. - In: Computational economics 43 (2014) 3, pp. 313-330
Persistent link: https://www.econbiz.de/10010258811
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Symbolic ARMA Model Analysis
Webb, Keith; Leemis, Lawrence - In: Computational Economics 43 (2014) 3, pp. 313-330
ARMA models provide a parsimonious and flexible mechanism for modeling the evolution of a time series. Some useful measures of these models (e.g., the autocorrelation function or the spectral density function) are tedious to compute by hand. This paper uses a computer algebra system, not...
Persistent link: https://www.econbiz.de/10010866882
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