The Stationary - NonStationary Process and The Variable Roots Difference Equations
عنوان مقاله: The Stationary - NonStationary Process and The Variable Roots Difference Equations
شناسه ملی مقاله: JR_IER-7-7_004
منتشر شده در در سال 1381
شناسه ملی مقاله: JR_IER-7-7_004
منتشر شده در در سال 1381
مشخصات نویسندگان مقاله:
خلاصه مقاله:
Stochastic, processes can be stationary or nonstationary. They depend on the magnitude of shocks. In other words, in an auto regressive model of order one, the estimated coefficient is not constant. Another finding of this paper is the relation between estimated coefficients and residuals. We also develop a catastrophe and chaos theory for change of roots from stationary to a nonstationary one and vice versa.
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1778812/