Estimating Trend and Growth Rates in Seasonal Time Series

DOI10.2307/2289164zbMath0634.62091OpenAlexW4239264389MaRDI QIDQ3773131

Paul Newbold, G. E. P. Box, David A. Pierce

Publication date: 1987

Full work available at URL: https://doi.org/10.2307/2289164

zbMATH Keywords

predictiongrowth ratestime seriesseasonal adjustmenttrend estimationmean squared errorsadmissible decompositionforecast functionairline modelmultiplicative seasonal ARIMA modeloptimal linear forecaststrend forecastsunobserved-components ARIMA modelsZbl 0294.62009

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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