Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model

Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model Certain manuals and computer programs mistakenly identify the mean with the constant in Box-Jenkins time series models. In this paper, it will be shown that (a) the mean and the constant have different values in autoregressive models, and (b) they have an algebraic and graphical relationship. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Quality & Quantity Springer Journals

Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model

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Publisher
Springer Journals
Copyright
Copyright © 2002 by Kluwer Academic Publishers
Subject
Social Sciences; Methodology of the Social Sciences; Social Sciences, general
ISSN
0033-5177
eISSN
1573-7845
D.O.I.
10.1023/A:1020963420777
Publisher site
See Article on Publisher Site

Abstract

Certain manuals and computer programs mistakenly identify the mean with the constant in Box-Jenkins time series models. In this paper, it will be shown that (a) the mean and the constant have different values in autoregressive models, and (b) they have an algebraic and graphical relationship.

Journal

Quality & QuantitySpringer Journals

Published: Oct 13, 2004

References

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