The ARAR error model for univariate time series and distributed lag

被引：0
|
作者：
Carter, RAL [1 ]
Zellner, A
机构：
[1] Univ Western Ontario, London, ON N6A 3K7, Canada
[2] Univ Calgary, Calgary, AB T2N 1N4, Canada
[3] Univ Chicago, GSB, Chicago, IL 60637 USA
来源：
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS | 2004年 / 8卷 / 01期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We show that the use of prior information derived from former empirical findings and/or subject matter theory regarding the lag structure of the observable variables together with an AR process for the error terms can produce univariate and single equation models that are intuitively appealing, simple to implement and work well in practice.
引用
收藏
页数：44
相关论文
共 50 条
  • [31] Univariate time series forecasting with fuzzy CMAC
    Shi, DM
    Gao, JB
    Tilani, R
    [J]. PROCEEDINGS OF THE 2004 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-7, 2004, : 4166 - 4170
  • [32] Univariate Time Series Forecasting Algorithm Validation
    Ismail, Suzilah
    Zakaria, Rohaiza
    Muda, Tuan Zalizam Tuan
    [J]. INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014), 2014, 1635 : 770 - 775
  • [33] Ambient Air Pollution and Hospitalizations for Ischemic Stroke: A Time Series Analysis Using a Distributed Lag Nonlinear Model in Chongqing, China
    Chen, Hao
    Cheng, Zheng
    Li, Mengmeng
    Luo, Pan
    Duan, Yong
    Fan, Jie
    Xu, Ying
    Pu, Kexue
    Zhou, Li
    [J]. FRONTIERS IN PUBLIC HEALTH, 2022, 9
  • [34] Publisher Correction: Malaria predictions based on seasonal climate forecasts in South Africa: A time series distributed lag nonlinear model
    Yoonhee Kim
    J. V. Ratnam
    Takeshi Doi
    Yushi Morioka
    Swadhin Behera
    Ataru Tsuzuki
    Noboru Minakawa
    Neville Sweijd
    Philip Kruger
    Rajendra Maharaj
    Chisato Chrissy Imai
    Chris Fook Sheng Ng
    Yeonseung Chung
    Masahiro Hashizume
    [J]. Scientific Reports, 10
  • [35] A Novel Approach to Estimate Distributed Lag Model Between Hospital Admissions and Ozone: A Multi-City Time Series Analysis
    Zanobetti, Antonella
    Schwartz, Joel
    [J]. EPIDEMIOLOGY, 2009, 20 (06) : S62 - S62
  • [36] SCMFTS: Scalable and Distributed Complexity Measures and Features for Univariate and Multivariate Time Series in Big Data Environments
    Francisco J. Baldán
    Daniel Peralta
    Yvan Saeys
    José M. Benítez
    [J]. International Journal of Computational Intelligence Systems, 14
  • [37] SCMFTS: Scalable and Distributed Complexity Measures and Features for Univariate and Multivariate Time Series in Big Data Environments
    Baldan, Francisco J.
    Peralta, Daniel
    Saeys, Yvan
    Benitez, Jose M.
    [J]. INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS, 2021, 14 (01)
  • [38] Application of Autoregressive Distributed Lag (ADL) Model to Thermal Error Modeling on NC Machine Tools
    Miao Enming
    Wang Xin
    Fei Yetai
    Yan Yan
    [J]. ADVANCES IN PRECISION INSTRUMENTATION AND MEASUREMENT, 2012, 103 : 9 - +
  • [39] Lag Patterns in Time Series Databases
    Patel, Dhaval
    Hsu, Wynne
    Lee, Mong Li
    Parthasarathy, Srinivasan
    [J]. DATABASE AND EXPERT SYSTEMS APPLICATIONS, PT 2, 2010, 6262 : 209 - +
  • [40] Nonparametric lag selection for time series
    Tschernig, R
    Yang, LJ
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2000, 21 (04) : 457 - 487
12345