com.imsl.test.example.stat

Class DifferenceEx1

java.lang.Object

com.imsl.test.example.stat.DifferenceEx1

public class DifferenceEx1
extends Object

Computes a lagged difference formula for the airline data.

This example uses the Airline Data (Box and Jenkins 1976, p. 531) consisting of the monthly total number of international airline passengers from January 1949 through December 1960. The class Difference is used to compute

$$W_t = \Delta _1 \Delta _{12} Z_t = \left( {Z_t - Z_{t - 12} } \right) - \left( {Z_{t - 1} - Z_{t - 13} } \right)$$

for \(t= 14, 15, ...,24\).

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
DifferenceEx1()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DifferenceEx1

public DifferenceEx1()

Method Detail

main

public static void main(String[] args)