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Time series forecasting models involving power transformations

 

作者: W. S. Hopwood,   J. C. McKeown,   P. Newbold,  

 

期刊: Journal of Forecasting  （WILEY Available online 1984）
卷期: Volume 3, issue 1  

页码: 57-61

 

ISSN:0277-6693

 

年代: 1984

 

DOI:10.1002/for.3980030107

 

出版商: John Wiley&Sons, Ltd.

 

关键词: Time series;ARIMA transformations;Firm finance profits

 

数据来源: WILEY

 

摘要:

AbstractIn this paper we discuss procedures for overcoming some of the problems involved in fitting autoregressive integrated moving average forecasting models to time series data, when the possibility of incorporating an instantaneous power transformation of the data into the analysis is contemplated. The procedures are illustrated using series of quarterly observations on corporate earnings per share.

 

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