Predictor of AR(1) process with a linear trend after preliminary unit root tests (Q2906074)
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scientific article; zbMATH DE number 6073356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictor of AR(1) process with a linear trend after preliminary unit root tests |
scientific article; zbMATH DE number 6073356 |
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28 August 2012
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AR(1) process
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preliminary unit root tests
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scaled prediction mean square error
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Predictor of AR(1) process with a linear trend after preliminary unit root tests (English)
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0.764907956123352
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