Abstract
In this paper new ARMA models for the yearly sunspot numbers are obtained using the R- and S- arrays of Gray, Kelley, and Mclntire (1978). The models obtained are nonstationary and nearly nonstationary ARMA (8, 1) models. These new models are shown to be superior to the well-known ARMA (2, 0) model suggested by the Box-Jenkins approach.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Communications in Statistics - Simulation and Computation
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
