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Article #856Query : Time series confidence intervals
From: U53644
Date: Mon, 11 Jan 1993 22:18
Date: Mon, 11 Jan 1993 22:18
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995 bytes
OK, maybe I'm reading the wrong books, but...............
In the (admittedly few) books I've looked into of late on the subject of
time series analysis, I've found a number of estimators for the coefficients
for each given model (ARIMA, etc) one might try to fit to the data, but no
confidence bounds for those coefficients (assuming the models to be valid).
I would be most grateful if someone would steer me in the right direction here.
Joseph B. Dunphy
"He lead a double life - a staunch frequentist by day,
but a wild and reckless Bayesian by night !"
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Path: arc1-ca.pugleaf.net!sparky!uunet!zaphod.mps.ohio-state.edu!news.acns.nwu.edu!uicvm.uic.edu!u53644 Organization: University of Illinois at Chicago Date: Mon, 11 Jan 1993 16:18:16 CST From: <U53644@uicvm.uic.edu> Message-ID: <93011.161817U53644@uicvm.uic.edu> Newsgroups: sci.math.stat Subject: Query : Time series confidence intervals Lines: 13