FORECAST FUNCTIONS IMPLIED BY AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODELS AND OTHER RELATED FORECAST PROCEDURES

被引：35

作者：

ABRAHAM, B

LEDOLTER, J

机构：

[1] UNIV IOWA,DEPT STAT & ACTUARIAL SCI,IOWA CITY,IA 52242

[2] UNIV IOWA,DEPT MANAGEMENT SCI,IOWA CITY,IA 52242

来源：

关键词：

D O I：

10.2307/1403258

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：51 / 66

页数：16

共 16 条

[1]

ABRAHAM B, 1978, APPLIED STATISTICS, V27, P120

[2]

Abraham B, 1983, STAT METHODS FORECAS

[3]

Box G.E.P., 1976, TIME SERIES ANAL

[4]

BOX GEP, 1973, J ROYAL STATISTICA A, V135, P337

[5]

Brown RG, 1962, SMOOTHING FORECASTIN

[6] BOX-JENKINS SEASONAL FORECASTING - PROBLEMS IN A CASE-STUDY [J].

CHATFIEL.C ;

PROTHERO, DL .

[7]

Harrison P.J., 1967, MANAGE SCI, V13, P821, DOI [DOI 10.1287/MNSC.13.11.821, 10.1287/mnsc.13.11.821]

[8]

HARVEY AC, 1984, J FORECASTING, V3, P245, DOI 10.1002/for.3980030302

[9]

Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI [10.1115/1.3662552, DOI 10.1115/1.3662552]

[10]

Ledolter J., 1978, Metrika, V25, P77, DOI 10.1007/BF02204353