Stationary Models

  • Paul S.P. Cowpertwait
  • Andrew V. Metcalfe
Part of the Use R book series (USE R)

As seen in the previous chapters, a time series will often have well-defined components, such as a trend and a seasonal pattern. A well-chosen linear regression may account for these non-stationary components, in which case the residuals from the fitted model should not contain noticeable trend or seasonal patterns. However, the residuals will usually be correlated in time, as this is not accounted for in the fitted regression model.


Autocorrelation Function Moving Average ARMA Model Residual Series Wave Tank 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag New York 2009

Authors and Affiliations

  1. 1.Inst. Information and Mathematical Sciences, Maasey UniversityAuckland, Albany CampusNew Zealand
  2. 2.School of Mathematical Sciences, University of AdelaideAustralia

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