Forecast Error Symmetry in ARIMA Models
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Publication:3484234
DOI10.2307/2290008zbMath0704.62089OpenAlexW4250469031MaRDI QIDQ3484234
N. E. Savin, Jonathan D. Cryer, John C. Nankervis
Publication date: 1990
Full work available at URL: https://doi.org/10.2307/2290008
maximum likelihoodregression modelsresidualscorrelated errorsARIMA modelsconditional least squaresautoregressive integrated moving averageintercept termsforecast error symmetryunconditional least squares
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