Using Iterative linear regression model to time series models


In this paper we introduced a new method for fitting time series models, we called it “iterated linear regression” method. A comparison between the classical linear regression, iterated linear regression and Box-Jenkins methods using real data such as airline data and sunspot numbers is proposed.

DOI Code: 10.1285/i20705948v5n2p137

Keywords: Airline data, sunspot data, time series and bilinear models

Full Text: PDF

Creative Commons License
This work is licensed under a Creative Commons Attribuzione - Non commerciale - Non opere derivate 3.0 Italia License.