Least Squares Prediction for Mixed Autoregressive Moving Average Time Series.

reportActive / Technical Report | Accession Number: ADA067768 | Open PDF

Abstract:

A computer subroutine is given for computing predictors of any specified horizons ahead. Author

Author(s):
Newton, H. Joseph ; Pagano, Marcello
Author Organization(s):
TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS
Descriptive Note:
Technical rept.,
Pagination:
0012

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-N-2
Contract/Grant Number(s):
N00014-78-C-0599
 Subject Terms
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
*TIME SERIES ANALYSIS, *REGRESSION ANALYSIS, *SUBROUTINES, ALGORITHMS, COMPUTATIONS, MATRICES(MATHEMATICS), MATHEMATICAL PREDICTION, LEAST SQUARES METHOD
Field(s)/Group(s):
Statistics and Probability, Computer Programming and Software
Keyword(s):
Toeplitz matrices, Cholesky decomposition, LPN A M 3838
Report Date:
1979 Feb 01