ARMA

ARMA

2021-09-13
The generalised form of an AR model of order $p$ is given by Box and Jenkins $$x_{t}=c+\rho_{1} y_{t-1}+\rho_{2} y_{t-2}+\cdots+\rho_{p} y_{t-p}+\epsilon_{t} \quad (1)$$ where $c$ is a constant, $\rho_{1}, …, \rho_{p}$ are … Read More →