Least Squares Prediction for Mixed Autoregressive Moving Average Time Series.

Abstract

A computer subroutine is given for computing predictors of any specified horizon's ahead. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1979
Accession Number
ADA067768

Entities

People

  • H. Joseph Newton
  • Marcello Pagano

Organizations

  • Texas A&M University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Autocorrelation
  • Coefficients
  • Computer Programs
  • Computers
  • Convergence
  • Data Science
  • Information Science
  • Procedures (Computers)
  • Residuals

Fields of Study

  • Mathematics