✦ LIBER ✦

Linear regression forecasting in the presence of ar(1) disturbances

✍ Scribed by Abdul Latif; Maxwell L. King

Publisher: John Wiley and Sons
Year: 1993
Tongue: English
Weight: 679 KB
Volume: 12
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980120605

No coin nor oath required. For personal study only.

✦ Synopsis

This paper is concerned with time-series forecasting based on the linear regression model in the presence of AR(1) disturbances. The standard approach is to estimate the AR(1) parameter, p, and then construct forecasts assuming the estimated value is the true value. We introduce a new approach which can be viewed as a weighted average of predictions assuming different values of p. The weights are proportional to the marginal likelihood of p. A Monte Carlo experiment was conducted to compare the new method with five more conventional predictors. Its results suggest that the new approach has a distinct edge over existing procedures.

📜 SIMILAR VOLUMES

Estimation and testing of time-varying c

Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions

✍ S. J. Leybourne 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 709 KB

## Abstract A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated ho

Measurement of the distribution of B1 fi

Measurement of the distribution of B1 field in the presence of linear magnetic field gradient

✍ Jan Pelnař 📂 Article 📅 1986 🏛 Elsevier Science ⚖ 271 KB

An iterative algorithm for consistent an

An iterative algorithm for consistent and unbiased estimation of linear regression parameters when there are errors in both the x and y variables

✍ A.Gustavo Gonzalez; A. Marquez; J.Fernandez Sanz 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 254 KB

Use of a Lotus 1-2-3 spreadsheet to plot

Use of a Lotus 1-2-3 spreadsheet to plot the confidence and the prediction intervals in linear regression analysis

✍ Luc P. Brion 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 442 KB

Computer-derived spreadsheet programs such as Lotus 1-2-3 are being used by many investigators for individualized statistical calculations. Spreadsheet templates have been described for the performance of simple statistical tests by non-statisticians with relatively limited computer experience. This

VSTRGRSN: A lotus 1-2-3 spreadsheet for

VSTRGRSN: A lotus 1-2-3 spreadsheet for variance-stabilized linear regression applied to the analysis of drugs in biological fluids

✍ Paul F. Currier; Eugenio A. Cefali; Angus M. McLean 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 209 KB

New synthesis of liquid polysulfide poly

New synthesis of liquid polysulfide polymers in the presence of hydrazine. I. Synthesis of linear polysulfide polymers from 1,1′-[methylenebis (oxy)]-bis-[2-chloroethane] and sodium tetrasulfide

✍ Mirjana E. Tenc-Popovic; Ljubinka J. Bogunovic; Dragana D. Jankovic; Aleksandar 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 103 KB 👁 3 views

The results of our studies show that liquid linear polysulfide polymers of an average molecular weight 4260-1030 g mol 01 can be obtained by the reaction of sodium tetrasulfide and 1,1 -[methylenebis(oxy)]-bis-[2-chloroethane] in the presence of 2.0-5.0 mol of hydrazine and at least 4.0 mol of sodiu