1-6 of 6 Search Results for

ARMA Model

Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Article
Demography (1979) 16 (4): 575–601.
Published: 01 November 1979
...John McDonald Abstract The relationship between classical demographic deterministic forecasting models, stochastic structural econometric models and time series models is discussed. Final equation autoregressive moving average (ARMA) models for Australian total live-births are constructed...
Journal Article
Demography (2013) 50 (1): 261–283.
Published: 10 October 2012
... given by Hyndman and Khandakar ( 2008 ) to select the appropriate model orders. The coefficients of the ratio model, {γ t ,1, j , γ t ,2, j , . . . , γ t , L , j }, j = 1,2, . . . , J , are each forecast using any stationary autoregressive moving average (ARMA)( p , q ) (Box et al. 2008...
FIGURES | View All (10)
Journal Article
Demography (2009) 46 (1): 193–202.
Published: 01 February 2009
..., where uit follows a stationary and invertible autoregressive moving- average (ARMA) process. The null hypothesis in the Dickey-Fuller (DF) test is that i = 1 in the model yit = i + iyit 1 + uit, which can be rewritten as yit = i 1)yit 1 + uit, where is the rst-difference operator. Rejection...
Journal Article
Demography (1974) 11 (3): 483–492.
Published: 01 August 1974
... about which the process varies, and let z, = Z, - JJ.. (A.l) The mixed autoregressive-moving av- erage model of order (p, q), ARMA (p, q), is defined by the relation The auto covariance at lag k is defined by And the autocorrelation at lag k is de- fined by (A.13) (A.15) N Z = (liN) :E Zt t~1 N tr...
Journal Article
Demography (1993) 30 (3): 425–441.
Published: 01 August 1993
..., itself, f(lt) is a function of the intervention variable, c is a constant term, and N, 428 Demography, Vol. 30, No.3, August 1993 is the noise component. The noise N, can be modeled by a mixed autoregressive moving-average (ARMA) process (2) where et is white noise. Either a permanent or a transitory...
Journal Article
Demography (2015) 52 (3): 1035–1059.
Published: 12 May 2015
... of reproductive age. The time component in F1 follows an ARMA (1,1) process (again we suppress the superscripts B and k because the model relates only to females): (8) κ t ~ N ϕ 0 + ϕ 1 κ t − 1 − ϕ 0 + ϕ 2 ξ t − 1 , τ κ , where ξ t = κ t...
FIGURES | View All (8)
Includes: Supplementary data