Advanced Search
MyIDEAS: Login to save this paper or follow this series

A Note On Prediction And Interpolation Errors In Time Series

Contents:

Author Info

  • Pedro Galeano

    ()

  • Daniel Peña

    ()

Abstract

In this note we analyze the relationship between one-step ahead prediction errors and interpolation errors in time series. We obtain an expression of the prediction errors in terms of the interpolation errors and then we show that minimizing the sum of squares of the one step-ahead standardized prediction errors is equivalent to minimizing the sum of squares of standardized interpolation errors.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://docubib.uc3m.es/WORKINGPAPERS/WS/ws042710.pdf
Download Restriction: no

Bibliographic Info

Paper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws042710.

as in new window
Length:
Date of creation: Sep 2004
Date of revision:
Handle: RePEc:cte:wsrepe:ws042710

Contact details of provider:
Postal: C/ Madrid, 126 - 28903 GETAFE (MADRID)
Phone: 6249847
Fax: 6249849
Web page: http://www.uc3m.es/uc3m/dpto/DEE/departamento.html
More information through EDIRC

Related research

Keywords:

Other versions of this item:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo, . "Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo," Borradores de Economia 424, Banco de la Republica de Colombia.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe:ws042710. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.