TS Module 17 Forecasting bounds


TS Module 17 Forecasting bounds

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NEAS
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TS Module 17 Forecasting bounds

 

(The attached PDF file has better formatting.)

 


           Prediction limits

           Forecasting illustrations


 

 

Read Section 9.4, “Prediction limits,” on pages 203-204. Know equation 9.4.2 on page 203 and the formula for an AR(1) process in the middle of page 204.

 

Read Section 9.5, “Forecasting illustrations,” on pages 204-206. This section is graphics; there are no formulas to learn. Your student project will probably forecast the time series, and this section shows illustrations.

 


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