EXPERIENCE WITH FORECASTING UNIVARIATE TIME SERIES AND COMBINATION OF FORECASTS

被引：480

作者：

NEWBOLD, P ^{[1
]}

GRANGER, CWJ ^{[1
]}

机构：

[1] UNIV NOTTINGHAM,NOTTINGHAM,ENGLAND

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY | 1974年 / 137卷

关键词：

D O I：

10.2307/2344546

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

引用

页码：131 / 165

页数：35

共 27 条

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[Anonymous], 1957, Off. Nav. Res. Memo

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GRANGER, CWJ .

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[6]

Box G.E. P., 1970, Time series analysis:Forecasting and control

[7] AN ANALYSIS OF TRANSFORMATIONS [J].

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COX, DR .

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[8] COMMENTS ON A PAPER OF COEN, GOMME AND KENDALL [J].

BOX, GEP ;

NEWBOLD, P .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-GENERAL, 1971, 134 :229-&

[9] SOME COMMENTS ON A PAPER BY CHATFIELD AND PROTHERO AND ON A REVIEW BY KENDALL [J].

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JENKINS, GM .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1973, 136 :337-345

[10]

Brown R.G., 1962, Smoothing, forecasting and prediction of discrete time series

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