Properties of Time Series Described by Twosided Linear Difference Equations

Abstract

The paper uses time series modeling methods using a two-sided linear equation of a difference equation. The properties of the simulated sequences, in particular, stationarity in sensations, are substantiated using the ztransform based on the conditions of the roots. The composition of the program for modeling the time series, computational experiments were carried out. Suggestions of the results of the study of the properties of the modeled sequences.