Least Squares Regression When the Independent Variable Follows an ARIMA Process (Q3713446)
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scientific article; zbMATH DE number 3942853
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Least Squares Regression When the Independent Variable Follows an ARIMA Process |
scientific article; zbMATH DE number 3942853 |
Statements
Least Squares Regression When the Independent Variable Follows an ARIMA Process (English)
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1986
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ordinary least squares
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relative efficiency
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ARIMA(p,1,q) process
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generalized least squares estimates
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0.7938300371170044
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0.7876214981079102
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0.7827132940292358
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0.7751957774162292
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0.7715353965759277
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