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From the editor: Some comments on the absolute value of the database

โœ Scribed by Don E. Schultz


Publisher
John Wiley and Sons
Year
1994
Weight
216 KB
Volume
8
Category
Article
ISSN
0892-0591

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โœ Johannes Ledolter; Bovas Abraham ๐Ÿ“‚ Article ๐Ÿ“… 1984 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 412 KB

It is shown that the traditional choice for the initial smoothed statistics in general exponential smoothing leads to the same forecasts as the equivalent ARIMA model, provided that one uses zero starting values for the initial shocks. In addition, an initialization which uses 'backforecasts' as ini