Forecasting Using Leading Indicators.

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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

Author(s):
Box, George E. P. ; Newbold, Paul
Author Organization(s):
WISCONSIN UNIV MADISON DEPT OF STATISTICS
Descriptive Note:
Technical rept.,
Pagination:
0041

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
UWIS-DS-72-251, AFOSR-TR-72-2190
Contract/Grant Number(s):
AF-AFOSR-2363-72
Project Number(s):
AF-9769
Monitor Series:
TR-72-2190
 Subject Terms
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
(*TIME SERIES ANALYSIS, MATHEMATICAL PREDICTION), STOCHASTIC PROCESSES, TRANSFER FUNCTIONS, CORRELATION TECHNIQUES, ACCURACY
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
AUTOCORRELATION, COMPUTATION
Report Date:
1972 Jun 01