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Volumn 26, Issue 3, 2011, Pages 211-224

ARCH, GARCH, and ARMAX models for forecasting pathogen indicators and advisories at marine recreational sites

Author keywords

AR ARCH; ARCH; ARMAX; Autoregressive; GARCH; Huntington Beach; Moving average; Pathogens

Indexed keywords


EID: 83655164108     PISSN: 07381360     EISSN: None     Source Type: Journal    
DOI: 10.5950/0738-1360-26.3.211     Document Type: Article
Times cited : (8)

References (13)
  • 3
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    • Bollerslev, T. 1986. Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics 31(3):307-27.
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    • Bollerslev, T.1
  • 5
  • 6
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of united kingdom inflation
    • Engle, R.F. 1982. Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica 50(4):987-1008.
    • (1982) Econometrica , vol.50 , Issue.4 , pp. 987-1008
    • Engle, R.F.1
  • 7
    • 0000557541 scopus 로고    scopus 로고
    • Forecasting stock market volatility using (non-linear) Garch models
    • Frances, P.H., and D. van Dijk. 1996. Forecasting Stock Market Volatility Using (non-linear) GARCHModels. Journal of Forecasting 15(3):229-35. (Pubitemid 126628174)
    • (1996) Journal of Forecasting , vol.15 , Issue.3 , pp. 229-235
    • Franses, P.H.1    Van Dijk, D.2
  • 8
    • 70350708975 scopus 로고    scopus 로고
    • Models for predicting recreational water quality at lake erie beaches
    • U.S. Geological Survey, U.S. Department of the Interior
    • Francy, D.S., R.A. Darner, and E.E. Bertke. 2006. Models for Predicting Recreational Water Quality at Lake Erie Beaches. Scientific Investigation Report 2006-5192, U.S. Geological Survey, U.S. Department of the Interior.
    • (2006) Scientific Investigation Report 2006-5192
    • Francy, D.S.1    Darner, R.A.2    Bertke, E.E.3
  • 9
    • 21844494241 scopus 로고
    • Rethinking the univariate approach to unit root testing
    • Hansen, B.E. 1995. Rethinking the Univariate Approach to Unit Root Testing. Econometric Theory 11(5):1148-71.
    • (1995) Econometric Theory , vol.11 , Issue.5 , pp. 1148-1171
    • Hansen, B.E.1
  • 12
    • 70350402311 scopus 로고    scopus 로고
    • Unit root CADF testing with R
    • Lupi, C. 2009. Unit Root CADF Testing with R. Journal of Statistical Software 32(2):1-19.
    • (2009) Journal of Statistical Software , vol.32 , Issue.2 , pp. 1-19
    • Lupi, C.1
  • 13
    • 28844451042 scopus 로고    scopus 로고
    • Nowcast modeling of Escherichia coli concentrations at multiple urban beaches of southern Lake Michigan
    • DOI 10.1016/j.watres.2005.10.012, PII S0043135405005841
    • Nevers, M.B., and R.L. Whitman. 2005. Nowcast Model of Escherichia coli Concentrations at Multiple Urban Beaches of Southern Lake Michigan. Water Research 39(20):5250-60. (Pubitemid 41772807)
    • (2005) Water Research , vol.39 , Issue.20 , pp. 5250-5260
    • Nevers, M.B.1    Whitman, R.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.