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MATH6011: Forecasting - University of Southampton

MATH6011: Forecasting - University of Southampton

www.southampton.ac.uk

A time series model is one that attempts to relate the value of a variable(s) at one time point with values of the variable(s) at previous time points, for example, GNP t+1 = f(GNP t;GNP t 1;GNP t 2;:::)+ Error: Here, t denotes the time. Thus “simple” …

  Series, Model, Time, Forecasting, Time series models, Math6011

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