Publication:3005014
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zbMath1220.62104MaRDI QIDQ3005014
Publication date: 6 June 2011
Full work available at URL: http://pphmj.com/abstract/5679.htm
autocorrelation; ARMA model; regression estimation; signal-extraction; benchmarking prediction; difference stationary
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P25: Applications of statistics to social sciences