Accession Number:

ADA030759

Title:

On Periodic and Multiple Autoregressions

Descriptive Note:

Technical rept.

Corporate Author:

STATE UNIV OF NEW YORK AT BUFFALO STATISTICAL LAB

Personal Author(s):

Report Date:

1976-08-01

Pagination or Media Count:

24.0

Abstract:

A methodology is presented for analyzing periodic autoregressions which is also applicable when inferring the second order properties of periodically correlated processes. In addition, capitalizing on the duality between periodic and multiple autoregressions, a method is set forth for analyzing the latter, which overcomes the usual requirements of a large number of both parameters and computer storage locations.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE