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Erschienen in:
2009 | OriginalPaper | Buchkapitel
Stationary Models
verfasst von : Paul S.P. Cowpertwait, Andrew V. Metcalfe
Erschienen in: Introductory Time Series with R
Verlag: Springer New York
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As seen in the previous chapters, a time series will often have well-defined components, such as a trend and a seasonal pattern. A well-chosen linear regression may account for these non-stationary components, in which case the residuals from the fitted model should not contain noticeable trend or seasonal patterns. However, the residuals will usually be correlated in time, as this is not accounted for in the fitted regression model.