MODELS FOR FORECASTING SEASONAL AND NON-SEASONAL TIME SERIES.
Abstract
The optimal forecasts of future values of a time series are determined by the nature of the stochastic model which describes that series. The main effort then in statistical analysis directed to forecasting must be in obtaining a suitable stochastic model for the series. The following paper outlines the approach which has been taken in a forthcoming book. Box, G. E. P. and Jenkins, G. M., Statistical Models for Forecasting and Control, Holden-Day, San Francisco.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1967
- Accession Number
- AD0656685
Entities
People
- D. W. Bacon
- George E. P. Box
- Gwilym M. Jenkins
Organizations
- University of Wisconsin–Madison