On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
研究了广义偏自相关函数，探讨了S阵列方法与Box-Jenkins方法在ARMA模型识别中的联系，并提出了更易用的移位S阵列。
Abstract This paper investigates an extension of the partial autocorrelation function, which we call the generalized partial autocorrelation function. These generalized partial autocorrelations, which are not true correlations except when p = 0, are useful in examining the relationship between the S array method of Gray, Kelley, and McIntire (1978) and the Box-Jenkins approach to ARMA model identification. Also, the generalized partial autocorrelation is shown to be a useful model identification tool to be used along with the S array. Also discussed is a reformating of the S array into a shifted S array that the authors believe is easier to use in practice than the S array. The methods of this paper are illustrated by means of examples, including an analysis of the Makridakis (1978) metals series data.