Automatic time series modeling,intervention analysis, and effective forecasting

DOI10.1080/00949658908811205zbMath0726.62160OpenAlexW2086296326MaRDI QIDQ3350592

John B. jun. Guerard

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811205

zbMATH Keywords

outliersexpert systemautomatic time series modelingBethlehem steel quarterly earnings seriesforecasting efficiency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

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• Modeling Time Series With Calendar Variation
• Forecasting When Pattern Changes Occur Beyond the Historical Data
• Note—Analysis of Time Series with Calendar Effects
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• Intervention Analysis with Applications to Economic and Environmental Problems

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