Identification and Interpretation of First Order Space-Time ARMA Models

• NCJ Number: 88444
• Journal: Technometrics Volume: 22 Issue: 3 Dated: (August 1980) Pages: 397-408
• Author(s): P E Pfeifer; S J Deutsch
• Date Published: 1980
• Length: 12 pages
• Grant Number(s): 75-NI-99-0091; 78-NI-AX-0040
• Agencies: NIJ-Sponsored
• Sponsoring Agency: US Dept of Justice; US Dept of Justice NIJ Pub
• Publication Format: Article
• Publication Type: Report (Study/Research)
• Language: English
• Country: United States of America

Annotation

This paper describes the effect of system size and shape on the theoretical space-time autocorrelation function for first order STARMA (Space-Time Autoregressive Moving Average) models.

Abstract

Figures and tables are presented to assist in identification considerations which include model interpretation, patterns of the theoretical space-time autocorrelation and partial auto correlation functions, and initial estimation for the STAR (Space Time Autoregressive) and STMA (Space Time Moving Average) models. Figures, formulas, and nine references are included. (Author abstract modified)