z-logo
open-access-imgOpen Access
Choice of the order of the regression model for forecasting of random non-stationary economic processes
Author(s) -
Stepan Kubiv
Publication year - 2019
Publication title -
tehnologìčnij audit ta rezervi virobnictva
Language(s) - English
Resource type - Journals
eISSN - 2312-8372
pISSN - 2226-3780
DOI - 10.15587/2312-8372.2019.182109
Subject(s) - heteroscedasticity , autoregressive model , autoregressive integrated moving average , econometrics , akaike information criterion , bayesian information criterion , production (economics) , moving average , process (computing) , stochastic process , mathematics , economics , computer science , statistics , time series , macroeconomics , operating system

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here