BOOTSTRAPPING AN AUTOREGRESSIVE TIME SERIES MODEL USING SAS

DOI10.17654/AS050060435zbMath1378.62081MaRDI QIDQ4589280

Maher B. 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

zbMATH Keywords

bootstrapsimulationtime seriesARIMASASBox-Jenkins

Mathematics Subject Classification ID

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

Uses Software

• SAS

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