Efektywność predykcji zmiennych zakłócających

• Authors: Zadora, Halina

Title variants

PL

The Efficiency of Prediction of Noise Variables

Abstracts

EN

The author Investigates the efficiency of prediction of noise variables in two cases, namely when these variables are generated by causal models and by autoregressive models. In the first case as the values of (random) explanatory variables in the horizon of prediction are not known, it is assumed that their extrapolated values are used instead. It is proved that the efficiency of such prediction is always smaller than the efficiency when autoregressive models are used.

• Publisher: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
• Journal: Acta Universitatis Lodziensis. Folia Oeconomica
• Year: 1984
• Volume: 35

Dates

published

1984

Contributors

author

Zadora, Halina

other

Zakład Międzynarodowych Stosunków Ekonomicznych w Akademii Ekonomicznej w Katowicach

Identifiers

URI

http://hdl.handle.net/11089/15256