The First Order Autoregressive Model with Coefficient Contains Non-Negative Random Elements: Simulation and Esimation ()
Abstract
This paper considered an autoregressive time series where the slope contains random components with non-negative values. The authors determine the stationary condition of the series to estimate its parameters by the quasi-maximum likelihood method. The authors also simulates and estimates the coefficients of the simulation chain. In this paper, we consider modeling and forecasting gold chain on the free market in Hanoi, Vietnam.
Share and Cite:
P. Khanh, "The First Order Autoregressive Model with Coefficient Contains Non-Negative Random Elements: Simulation and Esimation,"
Open Journal of Statistics, Vol. 2 No. 5, 2012, pp. 498-503. doi:
10.4236/ojs.2012.25064.
Conflicts of Interest
The authors declare no conflicts of interest.
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