Forecasting time series using principal component analysis with respect to instrumental variables (Q1023449)
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scientific article; zbMATH DE number 5564566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting time series using principal component analysis with respect to instrumental variables |
scientific article; zbMATH DE number 5564566 |
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Forecasting time series using principal component analysis with respect to instrumental variables (English)
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12 June 2009
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additive spline
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forecasting
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PCAIV
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time series
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0.8702655
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0.8623283
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