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UNIVARIATE MODELING AND FORECASTING
Flowchart of Modeling Procedure
Models for Data
8 other sections not shown
20 30 Autocorrelations 80 PERIOD absolute value actual demand Analysis of Dispersion ARMA ARMAV models August and December August peak Autocorrelations for Series Autoregressive Moving Average Autoregressive Operator Box-Jenkins CD H CM CM CM cm oo CM r-l complex conjugate complex roots computed CONFIDENCE LIMITS correlation December peak Define demand series deterministic function DETRENDED SERIES diagonal matrix difference equation discrete Dispersion by Sigma eigenvalues eigenvectors estimated F-test given in Table Green's function Hence high priced high-priced units initial values interrelationship Kronecker delta function lemma low-priced units marketing research matrix inversion mean level minimizing the sum mode X Modeling the Data nonstationary p-rowed pair of complex parameters plots priced units Q-statistic r-l CM represented Series 2 Fig series analysis shown in Fig solution stationary processes steps ahead forecast stochastic sum of squares thirteen periods typical element vector models white noise process