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Article #856

Query : Time series confidence intervals

#856
From: U53644
Date: Mon, 11 Jan 1993 22:18
12 lines
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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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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
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