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  2. Makridakis Competitions - Wikipedia

    en.wikipedia.org/wiki/Makridakis_Competitions

    The time series included yearly, quarterly, monthly, daily, and other time series. In order to ensure that enough data was available to develop an accurate forecasting model, minimum thresholds were set for the number of observations: 14 for yearly series, 16 for quarterly series, 48 for monthly series, and 60 for other series. [1]

  3. Variance decomposition of forecast errors - Wikipedia

    en.wikipedia.org/wiki/Variance_decomposition_of...

    Print/export Download as PDF; ... In econometrics and other applications of multivariate time series analysis, ... This page was last edited on 7 June 2022, ...

  4. Category:Time series - Wikipedia

    en.wikipedia.org/wiki/Category:Time_series

    Print/export Download as PDF; Printable version; ... Time series statistical tests (14 P) Pages in category "Time series"

  5. Box–Jenkins method - Wikipedia

    en.wikipedia.org/wiki/Box–Jenkins_method

    The original model uses an iterative three-stage modeling approach: Model identification and model selection: making sure that the variables are stationary, identifying seasonality in the dependent series (seasonally differencing it if necessary), and using plots of the autocorrelation (ACF) and partial autocorrelation (PACF) functions of the dependent time series to decide which (if any ...

  6. Forecast error - Wikipedia

    en.wikipedia.org/wiki/Forecast_error

    Michael Fish - A few hours before the Great Storm of 1987 broke, on 15 October 1987, he said during a forecast: "Earlier on today, apparently, a woman rang the BBC and said she heard there was a hurricane on the way.

  7. Time series - Wikipedia

    en.wikipedia.org/wiki/Time_series

    If the answer is the time data field, then this is a time series data set candidate. If determining a unique record requires a time data field and an additional identifier which is unrelated to time (e.g. student ID, stock symbol, country code), then it is panel data candidate.

  8. Moving-average model - Wikipedia

    en.wikipedia.org/wiki/Moving-average_model

    In time series analysis, the moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. [1] [2] The moving-average model specifies that the output variable is cross-correlated with a non-identical to itself random-variable.

  9. Category:Time series statistical tests - Wikipedia

    en.wikipedia.org/wiki/Category:Time_series...

    It should only contain pages that are Time series statistical tests or lists of Time series statistical tests, as well as subcategories containing those things (themselves set categories). Topics about Time series statistical tests in general should be placed in relevant topic categories .