Using least squares to generate forecasts in regressions with serial correlation

DOI10.1111/j.1467-9892.2007.00569.xzbMath1199.62023MaRDI QIDQ3552838

Yue Fang, Sergio G. Koreisha

Publication date: 22 April 2010

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00569.x

zbMATH Keywords

prediction; least squares; autocorrelation; autoregressive moving average; model identification

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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