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Forecasting the viability of friction pairs in accelerated tests

โœ Scribed by A.K. Pogosian


Publisher
Elsevier Science
Year
1973
Tongue
English
Weight
751 KB
Volume
26
Category
Article
ISSN
0043-1648

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We consider tests for the equality of prediction mean squared errors and for forecast encompassing. It is shown that, if forecast errors exhibit ARCH, size distortions are induced in the usual tests. Adjusted test statistics are suggested to alleviate this problem.