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Based on the fitted autoregressive model, the forecast value and the future value\u2019s confidence interval are given. Besides, the sum of the squared error approach to select the optimal \u03bb is discussed. Finally, some examples are used to validate the effectiveness of the proposed method by the comparative analysis.<\/jats:p>","DOI":"10.3233\/jifs-210031","type":"journal-article","created":{"date-parts":[[2021,5,5]],"date-time":"2021-05-05T04:47:38Z","timestamp":1620190058000},"page":"11875-11885","source":"Crossref","is-referenced-by-count":9,"title":["Smoothly clipped absolute deviation estimation for uncertain autoregressive model"],"prefix":"10.1177","volume":"40","author":[{"given":"Haiyan","family":"Li","sequence":"first","affiliation":[{"name":"School of Economics, Nankai University, Tianjin, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xiangfeng","family":"Yang","sequence":"additional","affiliation":[{"name":"School of Information Technology and Management, University of International Business and Economics, Beijing, 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