Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

PL EN

• # Article details

1984 | 35 |

## Efektywność predykcji zmiennych zakłócających

### 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.

published
1984

author

### Identifiers

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