Suppose that be an ARMA (p,q) process with white noise (error) process . Let and be the characteristic functions of and respectively. In this paper, a general formula to represent in terms of is obtained. By using this formula , we investigate about the distribution of ARMA(p,q) process where it’s white noise follow Normal , Cauchy , inverse Gaussian and Gamma distributions . Instead of the hard traditional al method, an easy general formula to determine the coefficients for the causal ARMA (p,q) process will be presented also

Keywords: ARMA (P, Abid Formula, Causal Function, Characteristic Function, Q).

Article Review Status: Published

Pages: 9-22 (Download PDF)

Creative Commons Licence
This work by European American Journals is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License

  • Our Journal Publishing Partners