Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model
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References listed on IDEAS
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- Jesús Rosel & Jaime Arnau & Pilar Jara, 1998. "Relationship between the Mean and the Constant in a Box–Jenkins Time Series Model," Quality & Quantity: International Journal of Methodology, Springer, vol. 32(2), pages 155-163, May.
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Keywordstime series; Box-Jenkins models; autoregressive models;
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