Forecasting Using Information and Entropy Based on Belief Functions

Table 2

Estimated coefficients of the example AR(1) model.

					Estimates	True
	0.2173	0.3179	0.4648	[−5, 0, 5]	1.2370	1
	0.4256	0.3255	0.2489	[−5, 0, 5]	−0.8831	−1