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An Introductory Discussion
Computation Formulas for Theils Decomposition of the Mean
9 other sections not shown
acf and pacf Additive Model ARIMA models autocorrelation coefficient autoregressive average of length backcasting Box-Jenkins burglary rate calculated Chapter coefficient of determination component Conclusion cycle cyclical Decision Rule deseasonalized detrended diagnostic differencing error terms estimate of p0 example exponential smoothing f-distribution F-statistic F-test Figure forecast errors forecasting model graph horizontal model indicate least squares linear regression linear trend logarithms measure method Minitab model fit moving average multiplicative model no-change no-trend model nonseasonal observations original series partial autocorrelation plot positive autocorrelation prediction intervals predictor variables printout procedure Procter & Gamble production quarter regression analysis regression model Reject H0 residuals RMSE seasonal indexes seasonal models seasonally adjusted Single Forecasts slope smoothing constant smoothing schemes specific seasonals sum of squared Table Test Statistic tracking signal trend model Units f updating equations versus weight XXXX xxxxx yearly zero