Forecasting

George E. P. Box · Gwilym M. Jenkins · Gregory C. Reinsel

62 citations0/0 files storedWiley series in probability and statistics

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Forecasting Techniques and Applications Time Series Analysis and Forecasting Statistical and numerical algorithms

Abstract

This chapter contains sections titled: Minimum Mean Square Error Forecasts and Their Properties Calculating and Updating Forecasts Forecast Function and Forecast Weights Examples of Forecast Functions and Their Updating Use of State-Space Model Formulation for Exact Forecasting Summary Correlations Between Forecast Errors Forecast Weights for Any Lead Time Forecasting in Terms of the General Integrated Form

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