International Journal of Statistika and Mathematika, ISSN: 2277- 2790 E-ISSN: 2249-8605
Volume 9, Issue 2, March 2014 pp 56-60
Research Article
Transformed Variable ARMA Model
P. Ramakrishna Reddy, B. Sarojamma
Department of Statistics, S.V. University, Tirupati – 517502, Andhra Pradesh, INDIA.
Academic Editor: Dr. Dase R. K.
Linked References
Charles M. Beach and James G. Mackinnon, “A maximum Likelihood Procedure for Regression with Auto correlated errors”, Econometrica, Vol. 46, No.1 (1978).
Savin. N.E. and White Kenneth J, “Testing for auto correlation with missing observations”, Econometrica, Vol. 46, No.1 (1978).
Asker H. Choudhury, Simon power & Robert D. St. Louis (1947), “linear estimation of the regression model with ARMA disturbances: a Simulation study”, Communications in statistics – simulation and computation, 26:1,315-332.
Spyros Makridakis, Steven C. Wheelwright and Rob J. Hyndman, “Forecasting methods and applications”, Third Edition, Wiley India Pvt. Ltd., New Delhi.
Box, G.E.P. and G.M. Jenkins (1970) time series analysis: Forecasting and control, San Francisco: Holden-Day.
Box, G.E.P. and D.A. Pierce (1970) Distribution of the residual autocorrelations in autoregressive-integrated moving-average time series models, Journal of the American Statistical Association, 65, 1509-1526.
Mc Kenzie, E. (1984) General exponential smoothing and the equivalent ARIMA process, Journal of Forecasting, 3, 333-334.
Mc Kenzie, E. (1986) Error analysis for Winters’ additive seasonal forecasting system, International Journal of Forecasting, 2, 373-382.
www.nationalagriculturalstatisticsservice.org.in.
Copyrights statperson consultancy www
Copyrights
�
statperson consultancy www.statperson.com
2013. All Rights Reserved.