Testing Coefficients of MA and ARMA Time Series Models by Graphical Approach
Yuan Li · Tongji yu xinxi luntan · 2010
Graphical model is applied to discuss the MA and ARMA models,which show the coeffcients of MA and ARMA models are the conditional correlation coeffcient conditioned on the other components of the time series,then a new procedure is proposed to test and estimate for parameters with the common graphical modeling methods.