On the autocorrelation function of a trended series.
Qüestiió (1985)
- Volume: 9, Issue: 2, page 89-93
- ISSN: 0210-8054
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topMar Molinero, Cecilio. "On the autocorrelation function of a trended series.." Qüestiió 9.2 (1985): 89-93. <http://eudml.org/doc/40066>.
@article{MarMolinero1985,
abstract = {Equations are derived for the autocorrelation function of a trended series. The special case of a linear trend is analysed in detail. It is shown that the zero of the autocorrelation function of a trended series is, in general, only dependent on the length of the series. This result is valid for stochastic and deterministic trends.},
author = {Mar Molinero, Cecilio},
journal = {Qüestiió},
keywords = {Series temporales; Autocorrelación; Modelo Arima; Procesos estacionarios},
language = {eng},
number = {2},
pages = {89-93},
title = {On the autocorrelation function of a trended series.},
url = {http://eudml.org/doc/40066},
volume = {9},
year = {1985},
}
TY - JOUR
AU - Mar Molinero, Cecilio
TI - On the autocorrelation function of a trended series.
JO - Qüestiió
PY - 1985
VL - 9
IS - 2
SP - 89
EP - 93
AB - Equations are derived for the autocorrelation function of a trended series. The special case of a linear trend is analysed in detail. It is shown that the zero of the autocorrelation function of a trended series is, in general, only dependent on the length of the series. This result is valid for stochastic and deterministic trends.
LA - eng
KW - Series temporales; Autocorrelación; Modelo Arima; Procesos estacionarios
UR - http://eudml.org/doc/40066
ER -
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