Test procedures for detecting overdifferencing or a moving average unit root in Gaussian autoregressive integrated moving average (ARIMA) models are proposed. The tests can be used when an ...

This is a preview. Log in through your library . Abstract An expression for the likelihood function of a stationary vector autoregressive-moving average process is developed. The expression is very ...

Have you ever found yourself wrestling with Excel formulas, trying to calculate moving averages or rolling totals, only to end up frustrated by the constant need for manual adjustments? You’re not ...