Charts for the Interpretation and Estimation of the Second Order Moving Average and Mixed First Order Autoregressive-Moving Average Models
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A number of chart's are presented to facilitate the identification and estimation of the second order moving average and mixed first order autoregressive-moving average models. Two chart's are presented which show the patterns in the correlation and partial correlation functions over the admissible parameter regions for these models to aid in their interpretation and identification. The pure autoregressive form is used to interpret the models. Charts are developed to provide initial estimates of the parameters of t'he models. Methods of obtaining approximate confidence regions by graphs are given and their adequacy discussed. An example is presented to illustrate the use of the charts.
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