A generalization of the first-order autoregressive process

Erkin I. Bairam

doi:10.6092/issn.1973-2201/921

A generalization of the first-order autoregressive process

Authors

Erkin I. Bairam University of Otago, Dunedin

DOI:

https://doi.org/10.6092/issn.1973-2201/921

Abstract

This note shows how to use a modified Box-Cox transformation and an appropriate maximum likelihood procedure to test for generalized first-order autocorrelation.

How to Cite

Bairam, E. I. (1992). A generalization of the first-order autoregressive process. Statistica, 52(4), 529–531. https://doi.org/10.6092/issn.1973-2201/921