Computational economics, 2014-03, Vol.43 (3), p.313-330
2014
Volltextzugriff (PDF)
Details
- Autor(en) / Beteiligte
- Titel
- Symbolic ARMA Model Analysis
- Ist Teil von
- Computational economics, 2014-03, Vol.43 (3), p.313-330
- Ort / Verlag
- Boston: Springer US
- Erscheinungsjahr
- 2014
- Quelle
- Alma/SFX Local Collection
- Beschreibungen/Notizen
- 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 simulation, to calculate measures of interest associated with ARMA models.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0927-7099eISSN: 1572-9974DOI: 10.1007/s10614-013-9373-zTitel-ID: cdi_proquest_miscellaneous_1506425017
- Format
- –
- Schlagworte
- Algebra, Behavioral/Experimental Economics, Computational methods, Computer Appl. in Social and Behavioral Sciences, Computer programming, Correlation, Economic models, Economic theory, Economic Theory/Quantitative Economics/Mathematical Methods, Economics, Economics and Finance, Math Applications in Computer Science, Modelling, Operations Research/Decision Theory, Probability distribution, Random variables, Simulation, Software, Studies, Time series