Publications
5 shownExperience with Forecasting Univariate Time Series and the Combination of Forecasts
A number of procedures for forecasting a time series from its own current and past values are surveyed. Forecasting performances of three methodsBox-Jenkins, Holt-Winters and st...
Some comments on the evaluation of economic forecasts
(1973). Some comments on the evaluation of economic forecasts. Applied Economics: Vol. 5, No. 1, pp. 35-47.
Significance levels of the Box-Pierce portmanteau statistic in finite samples
In time series model building, using the methodology of Box & Jenkins (1970), it is usual to verify the adequacy of a fitted equation by computing residual autocorrelations. Fol...
Frequent Co-Authors
Researcher Info
- h-index
- 5
- Publications
- 5
- Citations
- 7,394
- Institution
- University of Nottingham
External Links
Impact Metrics
h-index
5
h-index: Number of publications with at least h citations each.