Showing 1 - 3 of 3
A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given confidence level requires construction of simultaneous confidence regions that adjust for any covariance between the elements...
Persistent link: https://www.econbiz.de/10003805619
Persistent link: https://www.econbiz.de/10001512881
Persistent link: https://www.econbiz.de/10001751321