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| Author: | Shen, Jianrong Yang, Linquan |
| Title: | An analysis of the confidence of AR (autoregressive) model for forecast in the economic system (original in Chinese) |
| Journal: | Forecasting (c)
1998 : 4, p.48-49 |
| Index terms: | FORECASTING FORECASTING TECHNIQUES |
| Language: | chn |
| Abstract: | The economic system involves complicated nonlinear structures. By the application of the grassberger-procaccia method and through the space reconstruction of time series as well as the calculation of correlation integral, this essay tests the nonlinear structures in the time series and presents another nonlinear criterion for the confidence of the AR(q) modeling forecast in the economic system, aiming to ensure the confidence of the results of AR forecasting. |
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