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dynamic linear moodelling | ||
| journal of Economics And Administrative Sciences/ University of baghdad | ||
| Article 1, Volume 15, Issue 53, 2009, Pages 236-248 | ||
| Abstract | ||
| In this study, we review the ARIMA (p, d, q), the EWMA and the DLM (dynamic linear moodelling) procedures in brief in order to accomdate the ac(autocorrelation) structure of data .We consider the recursive estimation and prediction algorithms based on Bayes and KF (Kalman filtering) techniques for correlated observations.We investigate the effect on the MSE of these procedures and compare them using generated data | ||
| Keywords | ||
| dynamic linear moodelling | ||
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