7. Relationships Between Forecasts from General Exponential Smoothing and Forecasts from ARIMA Time Series Models

  1. Bovas Abraham and
  2. Johannes Ledolter

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316610.ch7

Statistical Methods for Forecasting

Statistical Methods for Forecasting

How to Cite

Abraham, B. and Ledolter, J. (2008) Relationships Between Forecasts from General Exponential Smoothing and Forecasts from ARIMA Time Series Models, in Statistical Methods for Forecasting, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316610.ch7

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:

  • general exponential smoothing;
  • regression models;
  • difference equation;
  • trigonometric functions;
  • forecast functions

Summary

The prelims comprise:

  • Preliminaries

  • Relationships and Equivalence Results

  • Interpretation of the Results