ملخص الدراسة:

The autocorrelation function, ACF, is an important guide to the properties of a time series. We derive explicit equations for ACF in the presence of heteroscedasticity disturbances in first-order autoregressive, AR(1), models. We present two cases: (1) when the disturbance follows the general covariance matrix, , and (2) when the diagonal elements of are not all identical but j i , 0 ij = . In addition, we derive an equation to transform a model with heteroscedastic disturbances such that the model has homoscedastic disturbances. : . . : . .

توثيق المرجعي (APA)

Safi, Samir K. (2009). معادلات محددة لدالة الارتباط الذاتي في حالة عدم تجانس تباينات الأخطاء العشوائية لنماذج الارتباط الذاتي من الرتبة الأولى. IUG Journal for Natural and Engineering Studies, Volume: 17, Number: 2, الجامعة الإسلامية - غزة. 24191