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A test for improved multi‐step forecasting
Author(s) -
Haywood John,
Wilson Granville Tunnicliffe
Publication year - 2009
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.2009.00634.x
Subject(s) - autoregressive integrated moving average , mathematics , statistics , moving average , test statistic , autoregressive–moving average model , autoregressive model , series (stratigraphy) , moving average model , statistic , statistical hypothesis testing , time series , paleontology , biology