George E. P. Box,Gwilym M. Jenkins,Gregory C. Reinsel
出处
期刊:Wiley series in probability and statistics日期:2008-06-12卷期号:: 93-136被引量:15
标识
DOI:10.1002/9781118619193.ch4
摘要
This chapter contains sections titled: Autoregressive Integrated Moving Average Processes Three Explicit Forms for the Autoregressive Integrated Moving Average Model Integrated Moving Average Processes Linear Difference Equations IMA(0, 1, 1) Process with Deterministic Drift Arima Processes with Added Noise