Bootstrapping an autoregressive time series model using SAS

DOI10.17654/AS050060435zbMATH Open1378.62081MaRDI QIDQ4589280FDOQ4589280

Authors: Maher Qumsiyeh, Robert Deis, Dalton Gannon 

Publication date: 10 November 2017

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/10940.htm

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zbMATH Keywords

bootstrapARIMAsimulationtime seriesSASBox-Jenkins

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (3)

• Residual-based GARCH bootstrap and second order asymptotic refinement
• Time series analysis to forecast temperature change
• Dummy variable technique in forecasting modeling

Uses Software

• SAS

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