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6 - Temporal Dependent Sequences

Published online by Cambridge University Press:  20 March 2025

Luis E. Nieto-Barajas
Luis E. Nieto-Barajas
Affiliation:
Instituto Tecnológico Autónomo de México (ITAM)
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Summary

In this chapter we show how to define temporal dependent sequences using a moving average type of construction. We compare the performance of this construction with a Markov-process type. We finally extend the models to include seasonal and periodic dependencies.

Keywords

moving average modelseasonal modelperiodic modeltime series analysisunemployment datamodel comparisondeviance information criterionbias and variancegoodness of fit measures
Type
Chapter
Information
Dependence Models via Hierarchical Structures , pp. 84 - 101
Publisher: Cambridge University Press
Print publication year: 2025

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  • Temporal Dependent Sequences
  • Luis E. Nieto-Barajas, Instituto Tecnológico Autónomo de México (ITAM)
  • Book: Dependence Models via Hierarchical Structures
  • Online publication: 20 March 2025
  • Chapter DOI: https://doi.org/10.1017/9781009584128.007
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  • Temporal Dependent Sequences
  • Luis E. Nieto-Barajas, Instituto Tecnológico Autónomo de México (ITAM)
  • Book: Dependence Models via Hierarchical Structures
  • Online publication: 20 March 2025
  • Chapter DOI: https://doi.org/10.1017/9781009584128.007
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Temporal Dependent Sequences
  • Luis E. Nieto-Barajas, Instituto Tecnológico Autónomo de México (ITAM)
  • Book: Dependence Models via Hierarchical Structures
  • Online publication: 20 March 2025
  • Chapter DOI: https://doi.org/10.1017/9781009584128.007
Available formats
×