Query : Time series confidence intervals

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1 total messages Started by U53644 Mon, 11 Jan 1993 22:18

#856

Author: U53644
Date: Mon, 11 Jan 1993 22:18

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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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