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Comments on ‘a unified view of statistical forecasting procedures’ by a. c. harvey

✍ Scribed by J. Ledolter


Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
399 KB
Volume
3
Category
Article
ISSN
0277-6693

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In recent years there has been a continuing controversy over the relative merits to the Box-Jenkins or ARIMA method of time-series forecasting and the alternative state-space approach based on 'structural' or 'unobserved components' models. The paper by Garcia-Ferrer and del Hoyo (GH) makes an inter