Forecasting Efficiency between State Space And ARIMA Models with Application
This research shows the forecasting using both of ARIMA and state space models. We firstly predict using ARIMA models, then we predict again after using ARIMA state space representation. We consider the MSE as a criterion to show the equivalent of procedures.
| Format: | Article |
|---|---|
| Language: | Arabic |
| Published: |
College of Computer Science and Mathematics, University of Mosul
2008-12-01
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| Series: | المجلة العراقية للعلوم الاحصائية |
| Online Access: | https://stats.mosuljournals.com/article_31405_d3d0eb98f1504d28fb50f19b1c378b7e.pdf |