Forecasting using autocorrelated errors and multicollinear predictor variables

Bayhan G., Bayhan M.

COMPUTERS & INDUSTRIAL ENGINEERING, cilt.34, sa.2, ss.413-421, 1998 (SCI-Expanded, Scopus) identifier identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 34 Sayı: 2
  • Basım Tarihi: 1998
  • Doi Numarası: 10.1016/s0360-8352(97)00278-7
  • Dergi Adı: COMPUTERS & INDUSTRIAL ENGINEERING
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.413-421
  • Dokuz Eylül Üniversitesi Adresli: Hayır

Özet

Multicollinearity and autocorrelated errors problems are well known in regression analysis and in some economic forecasting problems. In the literature, these problems have been examined separately from each other. In this article they are considered together for a given multiple linear regression model, and an estimation procedure for regression coefficients is introduced. The method presented is also demonstrated on a sales forecasting problem. (C) 1998 Elsevier Science Ltd. All rights reserved.