Bayesian Prediction of Canadian Lynx Data Using FRAR Model.

Gallo, Michele - Venkatesan, D. (2010) Bayesian Prediction of Canadian Lynx Data Using FRAR Model. INTERNATIONAL JOURNAL OF STATISTICS AND ECONOMICS, 4 (S10). pp. 84-90. ISSN 0975-556X

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Abstract

ARMA models are used as exploratory tools for identifying, estimating and forecasting for the Canadian lynx data, which have attained benchmark status in the time series literature since the work of Moran in 1953. This paper shows that the Full Range Autoregressive (FRAR) model, free from order determination processes, provides an acceptable alternative to the more widely adopted class of ARMA models.

Tipologia del documento:	Articolo
Parole chiave:	ARMA model, Bayesian inference, Canadian lynx data, FRAR model
Settori scientifico-disciplinari del MIUR:	AREA 13 - Scienze economiche e statistiche > STATISTICA
Codice identificativo (ID):	708
Depositato da:	Prof. Michele Gallo
Depositato il:	19 Ago 2011 09:33
Ultima modifica:	19 Ago 2011 09:33

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