Optimal time horizon for ARIMA extrapolation / by Estela Bee Dagum ... [et al.].: 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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| Title | Optimal time horizon for ARIMA extrapolation / by Estela Bee Dagum ... [et al.]. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | [12] p. : figures. |
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| Departmental catalogue number | 11-614E |
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