Full Terms & Conditions of access and use can be found at https://www.tandfonline.com/action/journalInformation?journalCode=gscs20 Journal of Statistical Computation and Simulation ISSN: 0094-9655 (Print) 1563-5163 (Online) Journal homepage: https://www.tandfonline.com/loi/gscs20 Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model Orlando Yesid Esparza Albarracin, Airlane Pereira Alencar & Linda Lee Ho To cite this article: Orlando Yesid Esparza Albarracin, Airlane Pereira Alencar & Linda Lee Ho (2019): Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model, Journal of Statistical Computation and Simulation, DOI: 10.1080/00949655.2019.1599892 To link to this article: https://doi.org/10.1080/00949655.2019.1599892 Published online: 09 Apr 2019. Submit your article to this journal View Crossmark data