Prediction intervals for ARIMA models

Journal of Business and Economic Statistics

Volumn 19, Issue 2, 2001, Pages 217-225

  Snyder, Ralph D ^a   Ord, J Keith ^b   Koehler, Anne B ^c  

^a MONASH UNIVERSITY   (Australia)

^b GEORGETOWN UNIVERSITY   (United States)

^c MIAMI UNIVERSITY   (United States)

Author keywords

ARIMA; Bayesian; Forecasting; Holt Winters; Simulation; State space

Indexed keywords

EID: 0035580796     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500101316970430     Document Type: Article

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