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Applied Science & Technology Full Text (H.W. Wilson)

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Econometric Modelling with Mixed Frequency and Temporally Aggregated Data.

• Authors : Chambers, Marcus J.¹ (AUTHOR); Zadrozny, Peter A.² (AUTHOR)

Subjects: *ECONOMETRIC models; *BOX-Jenkins forecasting; *MONTE Carlo method

• Source: Journal of Time Series Analysis. Nov2019, Vol. 40 Issue 6, p869-871. 3p.

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Time Series Modeling and Forecasting Using Autoregressive Integrated Moving Average and Seasonal Autoregressive Integrated Moving Average Models.

• Authors : Arumugam, Vignesh¹ ; Natarajan, Vijayalakshmi¹

Subjects: *TIME series analysis; *BOX-Jenkins forecasting; *FORECASTING

• Source: Instrumentation, Mesures, Métrologies. Aug2023, Vol. 22 Issue 4, p161-168. 8p.

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COMMENT: 'AN AUTOREGRESSIVE FORECAST OF THE WORLD SUGAR FUTURE OPTION MARKET'

• Authors : Anderson, O. D.¹

Subjects: *SUGAR industry; *BOX-Jenkins forecasting; *GLOBALIZATION

• Source: Journal of Financial & Quantitative Analysis. Dec77, Vol. 12 Issue 5, p879-881. 3p.

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IDENTIFICATION IN MODELS WITH AUTOREGRESSIVE ERRORS.

• Authors : Sargan, J. D.¹

Subjects: *BOX-Jenkins forecasting; *ECONOMIC forecasting; *TIME series analysis

• Source: Journal of Econometrics. May81, Vol. 16 Issue 1, p160-161. 2p.

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Testing spatial regression models under nonregular conditions.

• Authors : Kao, Sheena Yu-Hsien¹ ; Bera, Anil K.¹

Subjects: *BOX-Jenkins forecasting; *ESTIMATION theory; AUTOREGRESSIVE models

• Source: Empirical Economics. Aug2018, Vol. 55 Issue 1, p85-111. 27p. 7 Charts, 8 Graphs.

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Analysis and Prediction of Hydraulic Support Load Based on Time Series Data Modeling.

• Authors : Pang, Yi-Hui^1,2 (AUTHOR); Wang, Hong-Bo³ (AUTHOR); Zhao, Jian-Jian⁴ (AUTHOR)

Subjects: *BOX-Jenkins forecasting; *FORECASTING; *TIME series analysis

• Source: Geofluids. 10/23/2020, p1-15. 15p. 3 Charts, 12 Graphs.

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Linear approximation of the Threshold AutoRegressive model: an application to order estimation.

• Authors : Giordano, Francesco (AUTHOR); Niglio, Marcella (AUTHOR); Vitale, Cosimo Damiano (AUTHOR)

Subjects: MOVING average process; AUTOREGRESSION (Statistics); BOX-Jenkins forecasting

• Source: Statistical Methods & Applications. Mar2023, Vol. 32 Issue 1, p27-56. 30p.

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Specification of Economic Time Series Models Using Akaike's Criterion.

Subjects: *BOX-Jenkins forecasting; *ECONOMICS; *TIME series analysisAKAIKE, H.; SCHWARZ, G.

• Source: Journal of the American Statistical Association. Sep82, Vol. 77 Issue 379, p537. 4p. 2 Charts.

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A Note on Using State-Dependent Models With a Time-Dependent Variance.

• Authors : Cartwright, Phillip A.¹

Subjects: *TIME series analysis; *BOX-Jenkins forecasting; *ANALYSIS of variance

• Source: Journal of Business & Economic Statistics. Oct84, Vol. 2 Issue 4, p410-413. 4p.

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