MODELS FOR FORECASTING SEASONAL AND NON-SEASONAL TIME SERIES.
WISCONSIN UNIV MADISON DEPT OF STATISTICS
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The optimal forecasts of future values of a time series are determined by the nature of the stochastic model which describes that series. The main effort then in statistical analysis directed to forecasting must be in obtaining a suitable stochastic model for the series. The following paper outlines the approach which has been taken in a forthcoming book. Box, G. E. P. and Jenkins, G. M., Statistical Models for Forecasting and Control, Holden-Day, San Francisco.
- Statistics and Probability