THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE (Q4512734)
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scientific article; zbMATH DE number 1525744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE |
scientific article; zbMATH DE number 1525744 |
Statements
THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE (English)
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5 November 2000
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forecast errors
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AR(1) model
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Monte Carlo study
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