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13.394 Articles in journals published by the UPC
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  • Qüestiió (Quaderns d'estadística i investigació operativa)
  • 1985, vol. 9, núm. 2
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  • Qüestiió (Quaderns d'estadística i investigació operativa)
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On the autocorrelation function of a trended series

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hdl:2099/4439

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Mar Molinero, Cecilio
Document typeArticle
Defense date1985-06
PublisherUniversitat Politècnica de Barcelona. Centre de Càlcul
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 2.5 Spain
Except where otherwise noted, content on this work is licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 2.5 Spain
Abstract
Equations are derived for the autocorrelation function of a trended series. The special case of a linear trend is analysed in detail. It is shown that the zero of the autocorrelation function of a trended series is, in general, only dependent on the length of the series. This result is valid for stochastic and deterministic trends.
URIhttp://hdl.handle.net/2099/4439
ISSN0210-8054 (versió paper)
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  • Qüestiió (Quaderns d'estadística i investigació operativa) - 1985, vol. 9, núm. 2 [6]
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