Abstract
I propose new ACF and PACF plots based on the autocovari- ance estimators of McMurry and Politis. I also show that the forecasting methods they propose perform poorly compared to some relatively simple autoregression algorithms already available.
Original language | English |
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Pages (from-to) | 792-796 |
Number of pages | 5 |
Journal | Electronic Journal of Statistics |
Volume | 9 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2015 |