Optimal time horizon for ARIMA extrapolation: CS11-614/86-15E-PDF

" .... this paper examines the relationship between the forecast error at different time horizons and certain characteristics of the series namely, the amount of irregular variation present and, the pattern of the trend-cycle component"--Introduction, p. [1].

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Department/Agency Statistics Canada. Methodology Branch.
Title Optimal time horizon for ARIMA extrapolation
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA 86-015E."
Date [1986].
Number of Pages [12] p. :
Catalogue Number
  • CS11-614/86-15E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis