Using Iterative linear regression model to time series models


Abstract


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

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