Summary of the Theoretical Properties for Different Time Series Models

7 Summary of the Theoretical Properties for Different Time Series Models 

A useful summary of the different properties of the common time series models is shown in Table 5.1. This summary is very useful when trying to determine the initial orders for the data set. 

5 Modelling Stochastic Processes with Time Series Analysis 

Pure white noise yt=e, Single peak at t = 0 Exponential decay 

Moving average, MA(i ) y,=B(z- ) q significant peaks Exponential decay 

---