A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTION
提出一种计算自回归移动平均模型理论自协方差函数的新方法，给出了基于自回归多项式根和移动平均参数的闭式解，并得到了模型无冗余的充分条件。
In this article we present a new method for computing the theoretical autocovariance function of an autoregressive moving average model. The importance of our theorem is that it yields two interesting results: First, a closed-form solution is derived in terms of the roots of the autoregressive polynomial and the parameters of the moving average part. Second, a sufficient condition for the lack of model redundancy is obtained.