Least Squares Regression When the Independent Variable Follows an ARIMA Process

• 1 March 1986
• journal article
• Published by JSTOR in Journal of the American Statistical Association
• Vol. 81  (393) , 150
• https://doi.org/10.2307/2287982

Abstract

Keywords

• ARIMA PROCESS
• SQUARES REGRESSION
• INDEPENDENT VARIABLE FOLLOWS AN ARIMA