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Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model

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  • Jesús Rosel
  • Pilar Jara
  • Jaime Arnau

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  • Jesús Rosel & Pilar Jara & Jaime Arnau, 2002. "Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model," Quality & Quantity: International Journal of Methodology, Springer, vol. 36(4), pages 411-425, November.
    • Handle: RePEc:spr:qualqt:v:36:y:2002:i:4:p:411-425
    DOI: 10.1023/A:1020963420777
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    References listed on IDEAS

    as
    1. 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.
    2. 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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