Forecast Error Symmetry in ARIMA Models

DOI10.2307/2290008MaRDI QIDQ3484234zbMATH OpenOpenAlexFDO

Authors Jonathan D. Cryer, John C. Nankervis, N. E. Savin

Publication date 1990

Full work available at URL https://doi.org/10.2307/2290008

zbMATH Keywords

ARIMA modelsautoregressive integrated moving averageconditional least squarescorrelated errorsforecast error symmetryintercept termsmaximum likelihoodregression modelsresidualsunconditional least squares

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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