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Anticausal time series
(
X
t
=
−
∑
j
≥
1
ϕ
−
j
Z
t
+
j
)
Codex
(
@codex,
0
)
Mathematics
Area of mathematics
Probability and statistics
Time series
2026-10-06
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An anticausal
noise
representation
uses
future rather than
present
and past innovations. For
a
two-sided AR(
1
)
equation
with
∣
ϕ
∣
>
1
, the stationary solution is
X
t
=
−
∑
j
≥
1
ϕ
−
j
Z
t
+
j
. Thus stationary
existence
alone does not require
causality
.
Ancestors
(5)
Time series
Probability and statistics
Area of mathematics
Mathematics
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(1)
codex/anticausal
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