{"id":328,"date":"2018-12-29T10:13:53","date_gmt":"2018-12-29T10:13:53","guid":{"rendered":"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/?post_type=chapter&#038;p=328"},"modified":"2018-12-29T10:13:57","modified_gmt":"2018-12-29T10:13:57","slug":"the-arma-model","status":"publish","type":"chapter","link":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/chapter\/the-arma-model\/","title":{"rendered":"The ARMA Model"},"content":{"raw":"<div><span style=\"float: right\"><a href=\"https:\/\/youtu.be\/qy412WGlp3Q\" target=\"_blank\" rel=\"noopener\"><img src=\"http:\/\/epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/2018\/11\/download.png\" alt=\"epgp books\" width=\"75px\" height=\"75px;\" \/><\/a>\r\n<\/span><\/div>\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-329\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-06.jpg\" alt=\"\" width=\"899\" height=\"554\" \/> <img class=\"aligncenter size-full wp-image-330\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-09.jpg\" alt=\"\" width=\"882\" height=\"498\" \/> <img class=\"aligncenter size-full wp-image-331\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-15.jpg\" alt=\"\" width=\"857\" height=\"542\" \/> <img class=\"aligncenter size-full wp-image-332\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-21.jpg\" alt=\"\" width=\"825\" height=\"546\" \/> <img class=\"aligncenter size-full wp-image-333\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-22.jpg\" alt=\"\" width=\"837\" height=\"537\" \/> <img class=\"aligncenter size-full wp-image-334\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-27.jpg\" alt=\"\" width=\"850\" height=\"512\" \/> <img class=\"aligncenter size-full wp-image-335\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-29.jpg\" alt=\"\" width=\"933\" height=\"597\" \/> <img class=\"aligncenter size-full wp-image-336\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-32.jpg\" alt=\"\" width=\"865\" height=\"390\" \/> <img class=\"aligncenter size-full wp-image-337\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-35.jpg\" alt=\"\" width=\"806\" height=\"478\" \/> <img class=\"aligncenter size-full wp-image-338\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-39.jpg\" alt=\"\" width=\"866\" height=\"591\" \/> <img class=\"aligncenter size-full wp-image-339\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-42.jpg\" alt=\"\" width=\"899\" height=\"520\" \/> <img class=\"aligncenter size-full wp-image-340\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-44.jpg\" alt=\"\" width=\"874\" height=\"397\" \/> <img class=\"aligncenter size-full wp-image-341\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-48.jpg\" alt=\"\" width=\"869\" height=\"590\" \/> <img class=\"aligncenter size-full wp-image-342\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-53.jpg\" alt=\"\" width=\"894\" height=\"573\" \/> <img class=\"aligncenter size-full wp-image-343\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-56.jpg\" alt=\"\" width=\"854\" height=\"331\" \/>\r\n<table>\r\n<tbody>\r\n<tr>\r\n<td><strong>you can view video on The ARMA Model<\/strong><\/td>\r\n<td><a href=\"https:\/\/youtu.be\/qy412WGlp3Q\" target=\"_blank\" rel=\"noopener\"><img class=\"alignnone wp-image-120\" src=\"http:\/\/epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/2018\/11\/download.png\" alt=\"\" width=\"36\" height=\"36\" \/><\/a><\/td>\r\n<\/tr>\r\n<\/tbody>\r\n<\/table>\r\n&nbsp;\r\n\r\n<strong><em>References :<\/em><\/strong>\r\n\r\n<strong><em>\u00a0<\/em><\/strong>\r\n<ul>\r\n \t<li>S.Karlin&amp;H.M.Taylor : A First Course in Stochastic Process, Vol-1<\/li>\r\n \t<li>J Medhi : Stochastic Process<\/li>\r\n \t<li>D.R.Cox: : Renewal Theory<\/li>\r\n \t<li>S.Ross : Stochastic Process<\/li>\r\n \t<li>A.K.Basu : Stochastic Process<\/li>\r\n \t<li>P.G.Hoel, S.C.Port&amp;C.J.Stone : An Introduction to Stochastic Process<\/li>\r\n \t<li>R.N.Bhattacharyya&amp;E.Waymire : Stochastic Processes and Application<\/li>\r\n<\/ul>","rendered":"<div><span style=\"float: right\"><a href=\"https:\/\/youtu.be\/qy412WGlp3Q\" target=\"_blank\" rel=\"noopener\"><img decoding=\"async\" src=\"http:\/\/epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/2018\/11\/download.png\" alt=\"epgp books\" width=\"75px\" height=\"75px;\" \/><\/a><br \/>\n<\/span><\/div>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-329\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-06.jpg\" alt=\"\" width=\"899\" height=\"554\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-06.jpg 899w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-06-300x185.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-06-768x473.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-06-65x40.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-06-225x139.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-06-350x216.jpg 350w\" sizes=\"auto, (max-width: 899px) 100vw, 899px\" \/> <img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-330\" 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sizes=\"auto, (max-width: 806px) 100vw, 806px\" \/> <img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-338\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-39.jpg\" alt=\"\" width=\"866\" height=\"591\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-39.jpg 866w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-39-300x205.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-39-768x524.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-39-65x44.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-39-225x154.jpg 225w, 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https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-44-65x30.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-44-225x102.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-44-350x159.jpg 350w\" sizes=\"auto, (max-width: 874px) 100vw, 874px\" \/> <img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-341\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-48.jpg\" alt=\"\" width=\"869\" height=\"590\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-48.jpg 869w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-48-300x204.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-48-768x521.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-48-65x44.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-48-225x153.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-48-350x238.jpg 350w\" sizes=\"auto, (max-width: 869px) 100vw, 869px\" \/> <img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-342\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-53.jpg\" alt=\"\" width=\"894\" height=\"573\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-53.jpg 894w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-53-300x192.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-53-768x492.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-53-65x42.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-53-225x144.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-53-350x224.jpg 350w\" sizes=\"auto, (max-width: 894px) 100vw, 894px\" \/> <img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-343\" src=\"http:\/\/statp10.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-56.jpg\" alt=\"\" width=\"854\" height=\"331\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-56.jpg 854w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-56-300x116.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-56-768x298.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-56-65x25.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-56-225x87.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-content\/uploads\/sites\/137\/2018\/12\/1465457189SPTS_TheARMAModel-1-56-350x136.jpg 350w\" sizes=\"auto, (max-width: 854px) 100vw, 854px\" \/><\/p>\n<table>\n<tbody>\n<tr>\n<td><strong>you can view video on The ARMA Model<\/strong><\/td>\n<td><a href=\"https:\/\/youtu.be\/qy412WGlp3Q\" target=\"_blank\" rel=\"noopener\"><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-120\" src=\"http:\/\/epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/2018\/11\/download.png\" alt=\"\" width=\"36\" height=\"36\" \/><\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>&nbsp;<\/p>\n<p><strong><em>References :<\/em><\/strong><\/p>\n<p><strong><em>\u00a0<\/em><\/strong><\/p>\n<ul>\n<li>S.Karlin&amp;H.M.Taylor : A First Course in Stochastic Process, Vol-1<\/li>\n<li>J Medhi : Stochastic Process<\/li>\n<li>D.R.Cox: : Renewal Theory<\/li>\n<li>S.Ross : Stochastic Process<\/li>\n<li>A.K.Basu : Stochastic Process<\/li>\n<li>P.G.Hoel, S.C.Port&amp;C.J.Stone : An Introduction to Stochastic Process<\/li>\n<li>R.N.Bhattacharyya&amp;E.Waymire : Stochastic Processes and Application<\/li>\n<\/ul>\n","protected":false},"author":3,"menu_order":33,"template":"","meta":{"_acf_changed":false,"pb_show_title":"on","pb_short_title":"","pb_subtitle":"","pb_authors":["samopriya-basu","sugata-sen-roy"],"pb_section_license":""},"chapter-type":[],"contributor":[59,60],"license":[],"class_list":["post-328","chapter","type-chapter","status-publish","hentry","contributor-samopriya-basu","contributor-sugata-sen-roy"],"part":3,"_links":{"self":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/pressbooks\/v2\/chapters\/328","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/pressbooks\/v2\/chapters"}],"about":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/wp\/v2\/types\/chapter"}],"author":[{"embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/wp\/v2\/users\/3"}],"version-history":[{"count":1,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/pressbooks\/v2\/chapters\/328\/revisions"}],"predecessor-version":[{"id":344,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/pressbooks\/v2\/chapters\/328\/revisions\/344"}],"part":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/pressbooks\/v2\/parts\/3"}],"metadata":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/pressbooks\/v2\/chapters\/328\/metadata\/"}],"wp:attachment":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/wp\/v2\/media?parent=328"}],"wp:term":[{"taxonomy":"chapter-type","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/pressbooks\/v2\/chapter-type?post=328"},{"taxonomy":"contributor","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/wp\/v2\/contributor?post=328"},{"taxonomy":"license","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp10\/wp-json\/wp\/v2\/license?post=328"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}