ARAR

Peter J. Brockwell, Richard A. Davis and R. J. Hyndman
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Peter J. Brockwell: Colorado State University, Department of Statistics
Richard A. Davis: Colorado State University, Department of Statistics

Chapter 7 in ITSM: An Interactive Time Series Modelling Package for the PC, 1991, pp 88-94 from Springer

Abstract: Abstract To run the program ARAR, type ARAR↩. After entering the appropriate graphics code number you will see a brief introductory statement. The program is an adaptation of the ARARMA forecasting scheme of Newton and Parzen (see The Accuracy of Major Forecasting Procedures, ed. Makridakis et al., John Wiley, 1984, pp.267–287). The latter was found to perform extremely well in the forecasting competition of Makridakis, the results of which are described in the book. The ARARMA scheme has a further advantage over most standard forecasting techniques in being more readily automated.

Keywords: Main Menu; Introductory Statement; Type Arar; Gaussian Likelihood; Walker Estimate (search for similar items in EconPapers)
Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-3116-5_7

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DOI: 10.1007/978-1-4612-3116-5_7

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