Collection of Tables and Charts

Table A Table relating ρ1 to θ for a first-order moving average process
Chart B Chart relating ρ1 and ρ2 to ϕ1 and ϕ2 for a second-order autoregressive process
Chart C Chart relating ρ1 and ρ2 to θ1 and θ2 for a second-order moving average process
Chart D Chart relating ρ1 and ρ2 to ϕ and θ for a mixed first-order autoregressive–moving average process
Table E Tail areas and ordinates of unit normal distribution
Table F Tail areas of the chi-square distribution
Table G Tail areas of the t distribution

Charts B, C, and D are adapted and reproduced by permission of the author from [270]. Tables E, F, and G are condensed and adapted from Biometrika Tables for Statisticians, Volume I, with permission from the trustees of Biometrika.

Table A Table Relating ρ1 to θ for a First-Order Moving Average Process

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Table A may be used to obtain first estimates of the parameters in the (0, d, 1) model wt = (1 − θB)at, where wt = ∇dzt, by substituting r1(w) for ρ1.

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CHART B Chart relating ρ1 and ρ2 to ϕ1 and ϕ2 for a second-order autoregressive process.

The chart may be used to obtain estimates of the parameters in the (2, d, 0) model (1 − ϕ1Bϕ2B

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