MULTIPERIOD FORECASTING ANALYSIS OF A DYNAMIC MODEL FOR A SMALL SAMPLE (Q4354756)
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scientific article; zbMATH DE number 1062048
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| English | MULTIPERIOD FORECASTING ANALYSIS OF A DYNAMIC MODEL FOR A SMALL SAMPLE |
scientific article; zbMATH DE number 1062048 |
Statements
MULTIPERIOD FORECASTING ANALYSIS OF A DYNAMIC MODEL FOR A SMALL SAMPLE (English)
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17 September 1997
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moving average error
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partial adjustment model
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adaptive expectations model
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finite sample
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ARMAX model
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mean squared forecast error
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dynamic model
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0.8163889050483704
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0.7666799426078796
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0.7371499538421631
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