Nonlinear autoregressive exogenous model: Difference between revisions

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present value → current value to avoid confusion with present value in finance time series; explanation for layperson; deleting misuse of "residual"; putting in omitted argument
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* W.A. Brock, J.A. Scheinkman, W.D. Dechert and B. LeBaron. "A Test for Independence based on the Correlation Dimension". ''Econometric Reviews'' 15:197-235, 1996.
 
==External links==
* [http://sourceforge.net/projects/narxsim Open-source implementation of the NARX model using neural networks]
 
[[Category:Stochastic processes]]