Accession Number : ADA130498

Title :   Anatomy of Some Time Series Models.

Descriptive Note : Technical summary rept.,


Personal Author(s) : Box,George E P

PDF Url : ADA130498

Report Date : Jun 1983

Pagination or Media Count : 22

Abstract : Most naturally occurring data are serial in space or time. With randomized designs, analysis which ignores the serial structure is possible. When the ordering of the data is not at our disposal adequate models must take specific account of serial structure and allow for error dependence, possible non-stationarity, time trend removal, dynamic relationships between variables, feedback between variables, and choice of dependent and independent variables. Stochastic difference equations supply a useful class of serial models. Some aspects of their structure are illustrated with practical examples. (Author)

Descriptors :   *Time series analysis, Difference equations, Stochastic control, Errors, Feedback, Mathematical models, Statistical distributions, Random variables

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE