文章基本信息

标题：Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”
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作者：Rob J. Hyndman
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2015
卷号：9
期号：1
页码：792-796
DOI：10.1214/14-EJS953
语种：English
出版社：Institute of Mathematical Statistics
摘要：I propose new ACF and PACF plots based on the autocovariance estimators of McMurry and Politis. I also show that the forecasting methods they propose perform poorly compared to some relatively simple autoregression algorithms already available.