New arma models for Wolfer’s sunspot data
- 1 January 1978
- journal article
- research article
- Published by Taylor & Francis Ltd in Communications in Statistics - Simulation and Computation
- Vol. 7 (1), 97-116
- https://doi.org/10.1080/03610917808812063
Abstract
In this paper new ARMA models for the yearly sunspot numbers are obtained using the R- and S- arrays of Gray, Kelley, and Mclntire (1978). The models obtained are nonstationary and nearly nonstationary ARMA (8, 1) models. These new models are shown to be superior to the well-known ARMA (2, 0) model suggested by the Box-Jenkins approach.Keywords
This publication has 4 references indexed in Scilit:
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- Modeling of Continuous Stochastic Processes from Discrete Observations with Application to Sunspots DataJournal of the American Statistical Association, 1974
- Prediction of an Autoregressive Variable Subject Both to Disturbances and to Errors of ObservationJournal of the American Statistical Association, 1965
- VII. On a method of investigating periodicities disturbed series, with special reference to Wolfer's sunspot numbersPhilosophical Transactions of the Royal Society A, 1927