5. Stochastic Time Series Models

  1. Bovas Abraham and
  2. Johannes Ledolter

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316610.ch5

Statistical Methods for Forecasting

Statistical Methods for Forecasting

How to Cite

Abraham, B. and Ledolter, J. (1983) Stochastic Time Series Models, in Statistical Methods for Forecasting, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316610.ch5

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 19 SEP 1983

ISBN Information

Print ISBN: 9780471867647

Online ISBN: 9780470316610

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Keywords:

  • stochastic time series models;
  • predictor variables;
  • polynomials and trigonometric functions;
  • regression models;
  • smoothing approach

Summary

The prelims comprise:

  • Stochastic Processes

  • Stochastic Difference Equation Models

  • Nonstationary Processes

  • Forecasting

  • Model Specification

  • Model Estimation

  • Model Checking

  • Examples