Publication Date

1982

Document Type

Dissertation/Thesis

First Advisor

Hua, Tsushung A., 1947-

Degree Name

M.S. (Master of Science)

Department

Department of Mathematical Sciences

LCSH

Time-series analysis

Abstract

In this thesis the Box-Jenkins and the R-S array methods of ARMA model identification are reviewed. Several data sets are presented and identified as ARMA processes using these two methods. In studying the data sets of widths of successive growth rings of trees, it is conjectured that a lag structure exists between pairs of tree ring data sets. Two lag models are introduced to explain the behavior of the lag structure between pairs of tree ring data sets. Three methods for estimating a lag between two correlated time series are introduced, and their large sample properties are investigated through simulation. This thesis concludes with a lag analysis of the tree ring data sets and a discussion of the adequacy of the lag model.

Comments

Includes bibliographical references.

Extent

vi, 90 pages

Language

eng

Publisher

Northern Illinois University

Rights Statement

In Copyright

Rights Statement 2

NIU theses are protected by copyright. They may be viewed from Huskie Commons for any purpose, but reproduction or distribution in any format is prohibited without the written permission of the authors.

Media Type

Text

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