A New Method on Partially Linear Autoregression Forecasting
In this study, a new method to acquire the decision rule of information system with continuous attributes was proposed. The modeling theory and the estimation method of partially linear auto-regression model are discussed and the lag variables, best model, the optimal bandwidth are determined. Partially linear auto-regression models of Shanghai stock index and Shenzhen component index based on partial residual estimate are established and the validity of the model are examined. Finally, forecasting with the model and judged the effect of the model based on the real data.
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