No CrossRef data available.
Published online by Cambridge University Press: 01 October 1998
In this article we present a new method for computing the theoreticalautocovariance function of an autoregressive moving average model.The importance of our theorem is that it yields two interestingresults: First, a closed-form solution is derived in terms of theroots of the autoregressive polynomial and the parameters of themoving average part. Second, a sufficient condition for the lack ofmodel redundancy is obtained.