Abstract

SUMMARY Pfeifer & Deutsch (1981) have derived expressions for the means and variances of the sampled autocovariances and autocorrelations, in the case of a white-noise space-time process. This note shows how their work can be extended to general space-time autoregressive moving average processes. The results are useful for testing the significance of observed space-time autocorrelations, given a hypothesized space-time

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