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On the autocorrelation function of a trended series
| dc.contributor.author | Mar Molinero, Cecilio |
| dc.date.accessioned | 2008-03-03T11:34:40Z |
| dc.date.available | 2008-03-03T11:34:40Z |
| dc.date.issued | 1985-06 |
| dc.identifier.issn | 0210-8054 (versió paper) |
| dc.identifier.uri | http://hdl.handle.net/2099/4439 |
| dc.description.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. |
| dc.format.extent | p. 89-93 |
| dc.language.iso | eng |
| dc.publisher | Universitat Politècnica de Barcelona. Centre de Càlcul |
| dc.relation.ispartof | Qüestiió. 1985, vol.9, núm.2 |
| dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
| dc.subject.other | Inference |
| dc.subject.other | Time series |
| dc.subject.other | ARIMA models |
| dc.subject.other | Non-stationary series |
| dc.subject.other | Autocorrelation functions |
| dc.title | On the autocorrelation function of a trended series |
| dc.type | Article |
| dc.subject.lemac | Inferència |
| dc.subject.lemac | Processos estocàstics |
| dc.subject.ams | Classificació AMS::62 Statistics::62M Inference from stochastic processes |
| dc.rights.access | Open Access |
| local.ordre | 3 |
