Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals.

The problem considered in this paper is how to find reliable prediction intervals with simple exponential smoothing and trend corrected exponential smoothing. Methods for constructing prediction intervals based on linear approximation and bootstrapping are proposed.

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Year of publication:	1996
Authors:	Snyder, R.D. ; Grose, S.
Institutions:	Department of Econometrics and Business Statistics, Monash Business School
Subject:	FORECASTS \| ECONOMIC MODELS \| SIMULATION

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Series:	Monash Econometrics and Business Statistics Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 11/96 19 pages
Classification:	C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005087580