In this paper we develop a latent structure extension of a commonly used structural time series model and use the model as a basis for forecasting. Each unobserved regime has its own unique slope and variances to describe the process generating the data, and at any given time period the model predic
β¦ LIBER β¦
Forecasting Fertility: An Application of Time Series Methods To Parameterized Model Schedules
β Scribed by C. Knudsen; R. Mcnown; A. Rogers
- Book ID
- 115648327
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 909 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0049-089X
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The autoregressive model is extremely useful for the representation of many geophysical time series. The present paper deals, in the first place, with the analysis of sets of meteorological observations (temperature and precipitation) made sequentially in time, from 1856 to 1994, at equidistant time