Evaluating the Forecast of ARIMA Models Based on Statistical Methods
A new type of ARIMA model is applied for testing its performance of forecasting time series data. The empirical results show that the ARIMA model works perfectly in the sense of statistics.
ARIMA Model Forecast Time Series Data
WANG Sheng
Research Center of Econometrics, Department of Finance, College of Economics and Management, South China Agricultural University, Guangzhou, P.R.China,510642,
国际会议
2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)
烟台
英文
1-3
2008-08-14(万方平台首次上网日期,不代表论文的发表时间)