Example: biology
Sunspot Number Prediction By An Autoregressive Model
Found 1 free book(s)Time Series Analysis - Auckland
www.stat.auckland.ac.nzmodel: Y t = β 0 +β 1t+ε t. Another common trend model assumes that the series is the sum of a periodic “seasonal” effect and stationary noise. There are many other variations. Integrated models : The time series we observe satisfies Y t+1 −Y t = ε t+1 where ε t is a stationary series. A particularly important model of this kind is ...