Journal of Cardiovascular Disease Research
LINEAR STOCHASTIC FORECASTING MODEL WITH MOVING AVERAGE PROCESS FOR DISTURBANCES
Dr. Bandi Ramanjineyulu
JCDR. 2021: 3545-3563
Abstract
Forecasting methodology starts basically with model building. In forecasting models, linear regression models are widely used, attention is concerned on model specification when the model is chosen to be linear. There is considerable literature on the problem of estimating linear stochastic model with first order Moving Average (MA) disturbances. The estimation methods suggested in the literature are not computationally simple and they are not easily generalized for the higher order MA disturbances.
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