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Forecast Error Symmetry in ARIMA Models - MaRDI portal

Forecast Error Symmetry in ARIMA Models (Q3484234)

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English
Forecast Error Symmetry in ARIMA Models
scientific article

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    DOI
    10.2307/2290008
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    author
    Jonathan D. Cryer
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    John C. Nankervis
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    N. E. Savin
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    publication date
    1990
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    zbMATH DE Number
    4155722
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    zbMATH Keywords
    forecast error symmetry
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    ARIMA models
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    residuals
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    autoregressive integrated moving average
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    intercept terms
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    regression models
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    correlated errors
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    maximum likelihood
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    conditional least squares
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    unconditional least squares
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    OpenAlex ID
    W4250469031
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    title
    Forecast Error Symmetry in ARIMA Models (English)
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