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Identification and Interpretation of First Order Space-Time ARMA Models

NCJ Number
88444
Author(s)
S J Deutsch, P E Pfeifer
Date Published
January 1980
Length
12 pages
Annotation
This paper describes the effect of system size and shape on the theoretical space-time autocorrelation function for first order STARMA (Space-Time Autoregressive Moving Average) models.
Abstract
Figures and tables are presented to assist in identification considerations which include model interpretation, patterns of the theoretical space-time autocorrelation and partial auto correlation functions, and initial estimation for the STAR (Space Time Autoregressive) and STMA (Space Time Moving Average) models. Figures, formulas, and nine references are included. (Author abstract modified)

Date Published: January 1, 1980