| Notation |
Meaning |
|
|
Non-degenerate distribution function |
|
|
Distribution function |
|
|
Test index value |
|
|
The actual value of function |
|
|
Location parameter |
|
|
Scale parameter |
|
|
Shape parameter |
|
|
Autoregressive coefficients |
|
|
Error term |
|
|
Order of the autoregressive model |
|
|
Moving average coefficients |
|
|
Order of the autoregressive model |
|
|
Threshold value |
|
|
Probability density function |
|
|
Standardized value |
|
|
Estimated value of fitting |
|
p
|
Autoregressive order |
|
d
|
Non-seasonal difference order |
|
q
|
Moving average order |
| P |
Seasonal autoregressive order |
| D |
Seasonal difference order |
| Q |
Seasonal moving average order |
| s |
Period |
| B |
Backward shift operator |