Time series forecasting models involving power transformations
- 1 January 1984
- journal article
- research article
- Published by Wiley in Journal of Forecasting
- Vol. 3 (1) , 57-61
- https://doi.org/10.1002/for.3980030107
Abstract
In 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.Keywords
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