Accession Number : AD0751965

Title :   Forecasting Using Leading Indicators.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Box,George E. P. ; Newbold,Paul

Report Date : JUN 1972

Pagination or Media Count : 41

Abstract : It is frequently the case that forecasts of a discrete stochastic process (Y sub t) can be much improved by using information coming from some related process (X sub t) particularly if changes in Y tend to be anticipated by changes in X, in which case X is said to be a leading indicator for Y. The report shows information from leading indicators may be appropriately incorporated in computing forecasts. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, MATHEMATICAL PREDICTION), STOCHASTIC PROCESSES, TRANSFER FUNCTIONS, CORRELATION TECHNIQUES, ACCURACY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE