Forecasting an ARIMA (0,2,1) using the random walk model with drift
Year of publication: |
2006
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Authors: | Halkos, George ; Kevork, Ilias |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Halkos, George and Kevork, Ilias (2006): Forecasting an ARIMA (0,2,1) using the random walk model with drift. |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: | BASE |
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