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Time series forecasting models involving power transformations

✍ Scribed by W. S. Hopwood; J. C. McKeown; P. Newbold

Publisher: John Wiley and Sons
Year: 1984
Tongue: English
Weight: 338 KB
Volume: 3
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980030107

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✦ Synopsis

In this paper we discuss procedures for overcoming some of the problems involved in fitting autoregressive integrated moving average forecasting models to time series data, when the possibility of incorporating an instantaneous power transformation of the data into the analysis is contemplated. The procedures are illustrated using series of quarterly observations on corporate earnings per share.

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