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Symbolic ARMA Model Analysis

Webb, Keith H.
; 
Leemis, Lawrence
Abstract
ARMA models provide a parsimonious and flexible mechanism for modeling the evolution of a time series. Some useful measures of these models (e.g., the autocorrelation function or the spectral density function) are tedious to compute by hand. This paper uses a computer algebra system, not simulation, to calculate measures of interest associated with ARMA models.
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2014-03-01
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Springer
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Mathematics
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Symbolic_ARMA_Model_Analysis.pdf
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Mathematics
DOI
https://doi.org/10.1007/s10614-013-9373-z
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https://scholarworks.wm.edu/handle/internal/1040
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