This section briefly introduces the forecasting methods used by the FORECAST procedure. Refer to textbooks on forecasting and see "Forecasting Methods" later in this chapter for more detailed ...

This paper considers semiparametric inference for longitudinal data collected at irregular and possibly subject-specific times. We propose an irregular time ...

The predictive capability of a modification of Rissanen's accumulated prediction error (APE) criterion, ${\rm APE}_{\delta _{n}}$, is investigated in infinite-order ...

The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...