Time series analysis: theory and practice 3 : proceedings of the International Forecasting Conference held in Valencia, Spain, May 1982, Volume 3
Oliver Duncan Anderson
North-Holland Pub. Co., 1983 - Business & Economics - 301 pages
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agricultural Anderson editor approach approximations ARIMA ARMA assumed asymptotic asymptotic expansion autocorrelation autocovariances autoregressive Bayesian bias Box-Cox transformation Box-Jenkins broiler churn churn rate circuits coefficients covariance matrix cross-correlations defined discussed distribution econometric models Economics effect eigenvalues endogenous variables equation estimated exogenous expansion expected forecast errors forecast function forecast groups forecasting system future deterministic events given Harrison hypothesis income inflation input instrumental variables interest rate Journal Kalman filter LCCDV least squares mean square error methods monetary Monte Carlo normal North-Holland Publishing Company O.D. Anderson observations obtained output paper parameters Parsimony percent performance point-to-point polynomial prediction problem procedure production rational expectations re-estimation regression residuals RQFNV sample seasonal Series Analysis special services demand SSD-SPA standard errors Statistics stochastic simulation Table TF SIFT Theorem transfer function transfer function model values variance vector zero