مرکز منطقه ای اطلاع رساني علوم و فناوري - On the specification of cointegrated autoregressive moving-average forecasting systems

Title of article :

On the specification of cointegrated autoregressive moving-average forecasting systems

Author/Authors :

D. S. Poskitt، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

503

To page :

519

Keywords :

Leastsquares , ARMA model , Echelon form , Forecasting system , Kronecker indices , Equilibrium correction form , Cointegration rank

Journal title :

International Journal of Forecasting

Serial Year :

2003

Journal title :

International Journal of Forecasting

Record number :

179022

Link To Document :