Variances Estimation of A Sequence Forecasted by An Autoregression Model

Ge Hongli; Xiang Xiaoqiang; He Shizhen; Gu Jinrong

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Volume 14 Issue 4

May 2019

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Article Navigation > Journal of Zhejiang A&F University > 1997 > 14(4): 382-387

Ge Hongli, Xiang Xiaoqiang, He Shizhen, Gu Jinrong. Variances Estimation of A Sequence Forecasted by An Autoregression Model[J]. Journal of Zhejiang A&F University, 1997, 14(4): 382-387.

Citation:

Ge Hongli, Xiang Xiaoqiang, He Shizhen, Gu Jinrong. Variances Estimation of A Sequence Forecasted by An Autoregression Model[J]. Journal of Zhejiang A&F University, 1997, 14(4): 382-387.

Variances Estimation of A Sequence Forecasted by An Autoregression Model

1.
East China Forest Inventory Institute, jinhua 321001, Zhejiang , PRC

Received Date: 1997-02-21
Publish Date: 1997-12-20

Abstract

This paper introduces a recurrence formula for estimating the variances of errors of a sequence forecasted by an autoregression model and gives two examples under both smooth and nonsmooth conditions.
- autoregression,
- forecasting,
- variance

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通讯作者: 陈斌, bchen63@163.com

1.
沈阳化工大学材料科学与工程学院沈阳 110142

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Variances Estimation of A Sequence Forecasted by An Autoregression Model

1. East China Forest Inventory Institute, jinhua 321001, Zhejiang , PRC

Received Date: 1997-02-21
Publish Date: 1997-12-20

Key words:

autoregression /
forecasting /
variance

Abstract: This paper introduces a recurrence formula for estimating the variances of errors of a sequence forecasted by an autoregression model and gives two examples under both smooth and nonsmooth conditions.

Ge Hongli, Xiang Xiaoqiang, He Shizhen, Gu Jinrong. Variances Estimation of A Sequence Forecasted by An Autoregression Model[J]. Journal of Zhejiang A&F University, 1997, 14(4): 382-387.

Citation:

Ge Hongli, Xiang Xiaoqiang, He Shizhen, Gu Jinrong. Variances Estimation of A Sequence Forecasted by An Autoregression Model[J]. Journal of Zhejiang A&F University, 1997, 14(4): 382-387.

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