JSTOR Daily

A Robust Regression Model for a First-Order Autoregressive Time Series with Unequal Spacing: Application to Water Monitoring

This is a preview. Log in through your library . Abstract Time series arise often in environmental monitoring settings, which typically involve measuring processes repeatedly over time. In many such ...
JSTOR Daily

Finite-Sample Properties of Forecasts from the Stationary First-Order Autoregressive Model under a General Error Distribution

We study the properties of the multi-period-ahead least-squares forecast for the stationary AR(1) model under a general error distribution. We find that the forecast ...
Simon Fraser University

Autoregressive Moving Average Error Processes

A model with first-order autoregressive errors, AR(1), has the form while an AR(2) error process has the form and so forth for higher-order processes. Note that the ...
Simon Fraser University

Parks Method (Autoregressive Model)

The model assumed is first-order autoregressive with contemporaneous correlation between cross sections. In this model, the covariance matrix for the vector of random errors u can be expressed as A ...