TS Module 18 Forecast updates and weights


TS Module 18 Forecast updates and weights

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TS Module 18 Forecast updates and weights

 

(The attached PDF file has better formatting.)

 


           Updating ARIMA forecasts

           Forecast weights


 

 

Read Section 9.6, “Updating ARIMA forecasts,” on page 207. Know equation 9.6.1 in the middle of page 207.

 

Read Section 9.7, “Forecast weights,” on pages 207-209.

 

Know equation 9.7.4 on page 208. Depending on the data in an exam problem, you may also use equation 9.7.5 on the bottom of page 208 or equation 9.7.6 on the top of page 209. The three equations are equivalent.

 


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I would like to make sure that I am understanding that equations 9.7.4, 9.7.5, and 9.7.6 from the reading are specifically for IMA(1,1) models, is this correct?
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