Bayesian Multiperiod Prediction: Forecasting with Graphics |
Contents
Bayesian Analysis of Univariate Time Series | 15 |
4 | 19 |
Appendix | 34 |
Copyright | |
10 other sections not shown
Common terms and phrases
1st Qrter 80 2nd Qrter 82 3rd Qrter 4th Qrter 81 7.5 percent algorithm alternate forecasts ARIMA model autocorrelation function autoregressive model autoregressive parameters behavior Box and Jenkins Box-Jenkins bundle of paths calculated Chapter conditional convergence covariance matrix cycling scheme differencing diffuse prior dispersion matrix double precision eigenratio eigenvalues Figure forecast limits frequentist future paths future values Gamma Gamma distribution IMSL routine indicates input kurtosis labor force lead least squares mean vector median method MINITAB Monte Carlo Monte Carlo methods moving average multivariate NPHI NYEACH nyhat percentile posterior distribution Prediction Intervals predictive density predictive distribution probability distribution Qrter 80 Qtr4 Qtr4 Qtr4 Quarterly Unemployment Rate residual sample scaled logit second order autoregressive Series FFH35 Series Mean series models Simulated Predictive Distributions specified starting values stationarity Statistics steps ahead sum of squares Table thesis transformed series trend univariate variance YT+1 YT+2 Zellner