Time Series Analysis: Forecasting and Control, Fourth Edition

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

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

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 − ϕ₁B − ϕ₂B