Modelos ARFIMA: UNA APLICACIÓN AL ESTUDIO DEL DESPACHO TOTAL MENSUAL DE CEMENTO EN EL PERÚ
DOI:
https://doi.org/10.15381/pes.v5i2.9303Abstract
Se estudia una clase de modelos ARIMA Fraccionalmente Integrados denominados modelos ARFIMA;los cuales tienen capacidad para mostrar dependencias significativas entre periodos de tiempo distantes (procesos de memoria larga). El parámetro de diferenciación fraccional d utilizadoen estos modelos varia en el intervalo (-0.5, 0.5).Downloads
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Copyright (c) 2002 Rosario Melina Domínguez Caceres, Ysela Dominga Agüero Palacios
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