orlandoy.e.albarracin 2lane/home/mae5870/artigos... · the garma-m(p, q) model was proposed only...
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1Orlando Y. E. Albarracin
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2Orlando Y. E. Albarracin
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ARMA MODEL
j=1
3Orlando Y. E. Albarracin
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4Orlando Y. E. Albarracin
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p=q=1
5Orlando Y. E. Albarracin
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6Orlando Y. E. Albarracin
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7Orlando Y. E. Albarracin
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8Orlando Y. E. Albarracin
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9Orlando Y. E. Albarracin
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10Orlando Y. E. Albarracin
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11Orlando Y. E. Albarracin
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/GARMA-M
12Orlando Y. E. Albarracin
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p=1; q=2
Considera os dias:(t-1),...,1Considera os dias:(t-1) Considera os dias:(t-2),...,1
Consideram ao mesmo tempo o efeito dos dias:(t-2),...,1 13Orlando Y. E. Albarracin
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GARMA-M
14Orlando Y. E. Albarracin
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15Orlando Y. E. Albarracin
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16Orlando Y. E. Albarracin
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17Orlando Y. E. Albarracin