Keywords : Stationarity


Studying the Stability of Some Models Combinatory with Application

Abdulghafoor Gasim Salim; Raad Awad Alhamdani

AL-Rafidain Journal of Computer Sciences and Mathematics, 2010, Volume 7, Issue 2, Pages 139-157
DOI: 10.33899/csmj.2010.163903

In  this paper we find the statistical properties (Moments) of the harmonic model with additive noise, The stability of the mixed spectra (linear and non-linear models)  for special case (low order) by using the Ozaki linear approximation method is found .The time series of  the mean monthly temperature of Bege City is applied in order to explain the studied method. A mathematical model SARIMA(1,0,0)(2,0,0)s is suggested by the NBIC criterion and other statistical tools (auto-correlation and the residual variance). A one year ahead prediction is made for the studied  time series by using the proposed model .