ARMA
ARMA
20210913
The generalised form of an AR model of order $p$ is given by Box and Jenkins
$$x_{t}=c+\rho_{1} y_{t1}+\rho_{2} y_{t2}+\cdots+\rho_{p} y_{tp}+\epsilon_{t} \quad (1)$$
where $c$ is a constant, $\rho_{1}, …, \rho_{p}$ are …
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