Accession Number:

ADA094409

Title:

Time Series Forecasting by ARARMA Models.

Descriptive Note:

Technical rept.,

Corporate Author:

TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s):

Report Date:

1980-06-01

Pagination or Media Count:

25.0

Abstract:

The relation between various basic problems of time series analysis is presented. Exponential smoothing methods are developed from the point of view prediction theory and extended. ARARMA models are introduced. Methods of ARARMA model fitting are outlined. Since the proof of the pudding is in the eating, the methods proposed are illustrated using some classic examples of time series, including international airline passengers, Makridakis metals series and sunspots.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE