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Practical Time Series Analysis Using SAS by Anders Milhøj

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Chapter 7: Exponential Smoothing versus Parameterized Models

7.1 Exponential Smoothing Expressed as Autoregressions

7.2 Autoregressive Models

7.3 Fitting Autoregressive Models

7.4 Autocorrelations

7.5 ARIMA Models

7.6 Estimating Box-Jenkins ARIMA Models in SAS

7.7 Forecasting Fertility Using Fitted ARMA Models in PROC VARMAX

7.8 Forecasting the Swiss Business Indicator with PROC ESM

7.9 Fitting Models for the Swiss Business Indicator Using PROC VARMAX

7.1 Exponential Smoothing Expressed as Autoregressions

Forecasts using exponential smoothing are constructed by a very simple algorithm. In fact, these forecasts could easily be calculated by hand before computers were available. Often, experience shows that the forecasting performance of exponential ...

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