Journal of the Korean Statistical Society
- Volume 4 Issue 1
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- Pages.33-38
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- 1975
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
Some limitations in the use of traditional autoregressive models
自己回歸模型의 應용的 制約性
Abstract
In the use of traditional autogressive linear equation, there are number of obvious limitations which may not be conventioanally neglected. This paper attempts to disclose some of them with respect to the assumptions made about error terms, conditions of convergence of the equation, prperties of estimators, etc.
Keywords