The sample inverse autocorrelation function (SIACF) is estimated in the ARIMA procedure by the following steps. A high-order autoregressive model is fit to the data by means of the Yule-Walker ...

A unified approach for the tentative specification of the order of mixed stationary and nonstationary ARMA models is proposed. For the ARMA models, an iterative regression procedure is given to ...

Short time series are common in environmental and ecological studies. For sample sizes of 10 to 50, I examined the performance of methods for adjusting confidence intervals of the mean and parameters ...