Note on a Case-Study in Box-Jenkins Seasonal Forecast of Time Series

Abstract

It is shown that in a particular example a straight forward forecasting procedure gives better results than forecasts obtained from a fitted ARIMA model.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1974
Accession Number
AD0783079

Entities

People

  • Steffen L. Lauritzen

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Analysis Of Variance
  • Case Studies
  • Classification
  • Confidence Limits
  • Data Science
  • Delphi Method
  • Information Science
  • Maximum Likelihood Estimation
  • Military Research
  • Probability
  • Random Variables
  • Security
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics