On selecting a power transformation in time-series analysis

Journal of Forecasting

Volumn 16, Issue 5, 1997, Pages 343-354

  Chen, Cathy W S ^a   Lee, Jack C ^b  

^a FENG CHIA UNIVERSITY   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

ARMA models; Forecasting; Gibbs sampler; MCMC method; Power transformation

Indexed keywords

EID: 6744260515     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199709)16:5<343::AID-FOR665>3.0.CO;2-J     Document Type: Article

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