Bayesian Prediction of Canadian Lynx Data Using FRAR Model.

Gallo, Michele and 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.

Item Type:	Article
Uncontrolled Keywords:	ARMA model, Bayesian inference, Canadian lynx data, FRAR model
Subjects:	AREA 13 - Scienze economiche e statistiche > STATISTICA
ID Code:	708
Deposited By:	Prof. Michele Gallo
Deposited On:	19 Aug 2011 09:33
Last Modified:	19 Aug 2011 09:33

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