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Peer reviewed Peer reviewed
ERIC Number: EJ550036
Record Type: Journal
Publication Date: 1997
Pages: N/A
Abstractor: N/A
ISBN: N/A
ISSN: ISSN-0033-3123
EISSN: N/A
Fitting ARMA Time Series by Structural Equation Models.
van Buuren, Stef
Psychometrika, v62 n2 p215-36 Jun 1997
This paper outlines how the stationary ARMA (p,q) model (G. Box and G. Jenkins, 1976) can be specified as a structural equation model. Maximum likelihood estimates for the parameters in the ARMA model can be obtained by software for fitting structural equation models. The method is applied to three problem types. (SLD)
Descriptors: Computer Software, Goodness of Fit, Maximum Likelihood Statistics, Structural Equation Models
Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Grant or Contract Numbers: N/A