Analysis of the high order ADL(<i>p, q</i>) models used to describe connections between time series
In the paper the mathematical models describing connection between two time series are researched. At first each of them is investigated separately, and the ARIMA(p, d, q) model is constructed. These models are based on the time series characteristics obtained during the analysis stage. The connecti...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | Russian |
| Published: |
MIREA - Russian Technological University
2020-04-01
|
| Series: | Российский технологический журнал |
| Subjects: | |
| Online Access: | https://www.rtj-mirea.ru/jour/article/view/207 |