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TIME-SERIES FORECASTING FOR SOME STATISTICAL MODELS
Keywords:
time-series analysis, forecasting, mathematical model, prediction, minimum mean square error, prediction intervals.DOI:
https://doi.org/10.17654/0972361722051Abstract
Time-series forecasting (prediction) is one of the essential aims of ‘time-series analysis’, which leads to the use of the mathematical model to predict future values based on the history of the time-series. In this paper, time-series analysis is discussed to derive meaningful statistics from the data. This study examines the prediction point and intervals of time-series for some models such as AR, MA and ARMA(p, q). The minimum mean square error forecast is also presented.
Received: February 15, 2022
Revised: June 11, 2022
Accepted: June 18, 2022
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