MathematicsEngineering

Fitting autoregressive models for prediction

H. Akaike

1969.12.1ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

DOI: 10.1007/978-1-4612-1694-0_10

tlooto Summary

This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models in a stationary time series.

Abstract

Abstract is not available.

Citation format

AKAIKE, H. Fitting autoregressive models for prediction. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21: 243–247.