Forecasting and Time Series Analysisby D. C. Montgomery; L. A. Johnson
β Scribed by Review by: Antony R. Unwin
- Book ID
- 125573626
- Publisher
- Palgrave Publishers Ltd.
- Year
- 1978
- Tongue
- English
- Weight
- 86 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0160-5682
- DOI
- 10.2307/3009830
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π SIMILAR VOLUMES
We look at the problem of forecasting time series which are not normally distributed. An overall approach is suggested which works both on simulated data and on real data sets. The idea is intuitively attractive and has the considerable advantage that it can readily be understood by nonspecialists.
## Abstract This paper examines the relative forecasting performance of multivariate timeβseries analysis. One hundred consecutive monthly observations for three accounting series were obtained from a manufacturing division of a large corporation. Regression, univariate timeβseries, transferβfuncti