✦ LIBER ✦

Modeling and forecasting discrete univariate time series with applications

✍ Scribed by Dean W. Wichern

Publisher: Elsevier Science
Year: 1973
Tongue: English
Weight: 1011 KB
Volume: 6
Category: Article
ISSN: 0020-0255
DOI: 10.1016/0020-0255(73)90041-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Forecasting growth with time series mode

Forecasting growth with time series models

✍ Daniel Peña 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 485 KB 👁 1 views

This paper compares the structure of three models for estimating future growth in a time series. It is shown that a regression model gives minimum weight to the last observed growth and maximum weight to the observed growth in the middle of the sample period. A first-order integrated ARIMA model, or

Forecasting with non-linear time series

Forecasting with non-linear time series models

✍ John Pemberton 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 134 KB

Forecasting the federal budget with time

Forecasting the federal budget with time-series models

✍ Hamid Baghestani; Robert McNown 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 768 KB

The stochastic properties of conventionally defined federal expenditures and revenues are examined, and cointegration is found. Alternative timeseries models-univariate ARIMA models, vector autoregressions in levels and differences, and an error correction model-are specified and estimated using qua

Time series forecasts and extra-model in

Time series forecasts and extra-model information

✍ Alan Pankratz 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 550 KB

Often a forecaster has supplementary information (e.g. field reports or forecasts from another source) that cannot be included directly in a time series model. Especially interesting are cases where this information is given at time intervals that are different from those of the time series model fo

Forecasting with latent structure time s

Forecasting with latent structure time series models: an application to nominal interest rates

✍ Sridhar Iyer; Rick L. Andrews 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 195 KB 👁 2 views

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

On univariate time series methods and si

On univariate time series methods and simultaneous equation econometric models

✍ Franz Palm 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 581 KB