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FORMULATION AND ESTIMATION OF MIXED MOVING-AVERAGE AUTOREGRESSIVE MODELS FOR SINGLE TIME SERIES: EXAMPLES

Marc Nerlove, David M. Grether, José L. Carvalho

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Key concepts: Autoregressive integrated moving average, Autoregressive model, Autoregressive–moving-average model, STAR model, Series (stratigraphy), SETAR, Moving-average model, Nonlinear autoregressive exogenous model

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FORMULATION AND ESTIMATION OF MIXED MOVING-AVERAGE AUTOREGRESSIVE MODELS FOR SINGLE TIME SERIES: EXAMPLES — Research Paper | ScholarLens