Improved subset autoregression: With R package

Journal of Statistical Software

Volumn 28, Issue 2, 2008, Pages

  McLeod, A I ^a   Zhang, Y ^b  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

^b ACADIA UNIVERSITY   (Canada)

Author keywords

Box Cox analysis; Diagnostic checks and residual autocorrelation; Extended BIC and UBIC criterion for subset selection; High order autoregression; Massive datasets and long time series; Monthly sunspot numbers; Partial autocorrelations

Indexed keywords

EID: 54949125726     PISSN: 15487660     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v028.i02     Document Type: Article

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