Package 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:

  • Constructor Details

    • DifferenceEx1

      public DifferenceEx1()

  • Method Details

    • main

      public static void main(String[] args)