Accession Number:

ADA030752

Title:

On the Stationarity of Multiple Autoregressive Approximants: Theory and Algorithms

Descriptive Note:

Technical rept.

Corporate Author:

STATE UNIV OF NEW YORK AT BUFFALO AMHERST STATISTICAL SCIENCE DIV

Personal Author(s):

Report Date:

1976-08-01

Pagination or Media Count:

27.0

Abstract:

Numerical methods are presented for determining the stability of a multiple autoregressive scheme. The question of stability is important in prediction theory, but furthermore, the methods for determining stability are such that they yield information which is important when fitting time series models to data.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE