nonlinear autoregressive process; least-squares extrapolation
The naïve and the least-squares extrapolation are investigated in the fractional autoregressive models of the first order. Some explicit formulas are derived for the one and two steps ahead extrapolation.
 Tong H.: Non–linear Time Series
. Clarendon Press, Oxford 1990 Zbl 0835.62076
 Research, Wolfram, Inc.: Mathematica, Version 2. 2, Champaign, Illinois 1994