Time series forecasting models involving
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W. S. Hopwood; J. C. McKeown; P. Newbold
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Article
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1984
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John Wiley and Sons
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English
โ 338 KB
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