28 March 2024, Thursday, 15:16
Site: akademikidea® | a-ders
Kurs: Time Series Analysis (İST402)
Sözlük: A Conceptual Vocalubary of Time Series Analysis
D

difference operator

Differences of order d are defined as

\( \bigtriangledown^d=(1-B)^d \)

where we may expand the operator \( (1-B)^d \) algebraically to evaluate for higher integer values of d. When d = 1, we drop it from the notation.