Πλοήγηση School of Economic Sciences and Business ανά Θέμα "ARMA models"
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ARMA Models and the Box–Jenkins Methodology
(John Wiley & Sons, Ltd., 1997-05)The purpose of this paper is to apply the Box–Jenkins methodology to ARIMA models and determine the reasons why in empirical tests it is found that the post-sample forecasting the accuracy of such models is generally worse ...