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Some topics on the continuation and smoothing of vector functions

✍ Scribed by I. G. Tsar'kov

Publisher
SP MAIK Nauka/Interperiodica
Year
1995
Tongue
English
Weight
514 KB
Volume
58
Category
Article
ISSN
0001-4346

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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