Accession Number:

AD0751965

Title:

Forecasting Using Leading Indicators.

Descriptive Note:

Technical rept.,

Corporate Author:

WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-06-01

Pagination or Media Count:

41.0

Abstract:

It is frequently the case that forecasts of a discrete stochastic process Y sub t can be much improved by using information coming from some related process X sub t particularly if changes in Y tend to be anticipated by changes in X, in which case X is said to be a leading indicator for Y. The report shows information from leading indicators may be appropriately incorporated in computing forecasts. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE