Business Forecasting with Exponential Smoothing: Computation of Prediction Intervals

Ralph David Snyder () and S. Grose

No 11/96, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: The problem considered in this paper is how to find reliable prediction intervals with simple exponential smoothing and trend corrected exponential smoothing. Methods for constructing prediction intervals based on linear approximation and bootstrapping are proposed.

Keywords: FORECASTS; ECONOMIC MODELS; SIMULATION (search for similar items in EconPapers)
JEL-codes: C13 C15 (search for similar items in EconPapers)
Date: Written 1996

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