Skip Navigation

Biometrika 1984 71(3):609-614; doi:10.1093/biomet/71.3.609
© 1984 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by ABRAHAM, B.
Right arrow Articles by LEDOLTER, J.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

A note on inverse autocorrelations

BOVAS ABRAHAM and JOHANNES LEDOLTER

Department of Statistics and Actuarial Science, University of Waterloo Waterloo, Ontario, Canada
Department of Statistics and Actuarial Science, University of Iowa Iowa City, Iowa, U.S.A.

The usefulness of inverse autocorrelations as a model specification tool in time series analysis is investigated. Simulation results for autoregressive processes indicate that they are less powerful than the partial autocorrelations.

Key Words: Autocorrelation • Autoregressive-moving average model • Inverse autocorrelation • Inverse partial autocorrelation • Partial autocorrelation • Time series model building


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.