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dc.contributor.authorMar Molinero, Cecilio
dc.date.accessioned2008-03-03T11:34:40Z
dc.date.available2008-03-03T11:34:40Z
dc.date.issued1985-06
dc.identifier.issn0210-8054 (versió paper)
dc.identifier.urihttp://hdl.handle.net/2099/4439
dc.description.abstractEquations 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.
dc.format.extentp. 89-93
dc.language.isoeng
dc.publisherUniversitat Politècnica de Barcelona. Centre de Càlcul
dc.relation.ispartofQüestiió. 1985, vol.9, núm.2
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.otherInference
dc.subject.otherTime series
dc.subject.otherARIMA models
dc.subject.otherNon-stationary series
dc.subject.otherAutocorrelation functions
dc.titleOn the autocorrelation function of a trended series
dc.typeArticle
dc.subject.lemacInferència
dc.subject.lemacProcessos estocàstics
dc.subject.amsClassificació AMS::62 Statistics::62M Inference from stochastic processes
dc.rights.accessOpen Access
local.ordre3


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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