We are providing an unedited version of this manuscript to give early access to its findings. Before final publication, the manuscript will undergo further editing. Please note there may be errors ...
The ARIMA model equivalency to the additive version of Winters method is the ARIMA(0,1,p+1)(0,1,0) p model The moving-average form of the equation is For the additive version of Winters method (see ...
In the STEPAR method, PROC FORECAST first fits a time trend model to the series and takes the difference between each value and the estimated trend. (This process is called detrending.) Then, the ...
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