مرکز منطقه ای اطلاع رساني علوم و فناوري - Increase in mean square forecast error when omitting a needed covariate

Title of article :

Increase in mean square forecast error when omitting a needed covariate

Author/Authors :

Johannes Ledolter، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

147

To page :

152

Keywords :

Transfer function model , ARMA model , Ex-ante forecast , Ex-post forecast

Journal title :

International Journal of Forecasting

Serial Year :

2007

Journal title :

International Journal of Forecasting

Record number :

179260

Link To Document :