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 . 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 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.
The chart may be used to obtain estimates of the parameters in the (2, d, 0) model (1 − ϕ1B − ϕ2B