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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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Optimal time horizon for ARIMA extrapolation / by Estela Bee Dagum ... [et al.]. |
| Series title | Working paper ; 86-15 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper TSRA 86-015E." Includes bibliographic references. Abstract in French. |
| Publishing information | [Ottawa] : statistics Canada, [1986]. |
| Author / Contributor | Dagum, Estela Bee. |
| Description | [12] p. : figures. |
| Catalogue number |
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| Departmental catalogue number | 11-614E |
| Subject terms | Methodology Statistical analysis |
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