This site provides the necessary tools for the identification, estimation, and forecasting based on autoregressive order one obtained from a given time series:
X(t +1) = F0 + F1X(t) + et,
where et is a White-Noise series. Note that, the
Stationary Condition: | F1| < 1
is expressed as a null hypothesis H0 and being tested.
Enter your up-to-84, ordered values of your time series, row-wise and, then click the Calculate button. Blank boxes are not included in the calculations but zeros are.
In entering your data to move from cell to cell in the data-matrix use the Tab key not arrow or enter keys.
For Technical Details, Back to:
Decision Making in Economics and Finance
Kindly email your comments to:
Professor Hossein Arsham
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Kindly e-mail me your comments, suggestions, and concerns. Thank you.
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