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Developments in Time Series Analysis
Several extensions to autoregressive integrated moving average (ARIMA) models have been considered in the recent years. Many of them are special cases of the extended ARIMA model treated in this paper. The main features are time-dependent coefficients in the autoregressive and moving average polynomials, various types of interventions (including the usual Box and Tiao form and the innovation interventions but also interventions acting on the scale), trends on the level or on the scale, built-indoi:10.1007/978-1-4899-4515-0_9 fatcat:4ziyqq2skngtrhvir4pjqm2oz4