Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process (Q4677032)
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scientific article; zbMATH DE number 2169604
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| English | Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process |
scientific article; zbMATH DE number 2169604 |
Statements
Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process (English)
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20 May 2005
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prediction
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trend stationary process
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least squares estimation
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0.84895474
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0.8486013
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0.84657276
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0.84402573
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0.8297327
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