On the Relationship between the S Array and the Box-Jenkins Method of ARMA Model Identification
S 阵列与 Box–Jenkins ARMA 模型识别方法的关系
This paper investigates an extension of the partial autocorrelation function, which we call the generalized partial autocorrelation function. These generalized partial autocorrelations, which are not true correlations except when p = 0, are useful in examining the relationship between the S array method of Gray, Kelley, and McIntire (1978) and the Box-Jenkins approach to ARMA model identification. Also, the generalized partial autocorrelation is shown to be a useful model…