Alvarez, Luis J.; Delrieu, Juan C.; Jareño, Javier - In: Journal of Policy Modeling 19 (1997) 3, pp. 333-349
he purpose of this paper is efficiently to incorporate into a univariate ARIMA model the information contained in alternative forecasts obtained through an expert opinion, an econometric model, or a set target. This kind of non-sample additional information can be drawn from any set of linear...