figshare
Browse
monash_6921.pdf (398.35 kB)

Business forecasting with exponential smoothing: computation of prediction intervals

Download (398.35 kB)
journal contribution
posted on 2017-06-08, 03:28 authored by Snyder, Ralph D., Grose, Simone
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. A Monte Carlo simulation study, in which the proposed methods are compared, indicates that the most reliable intervals can be obtained with a parametric form of the bootstrap method. An application of the method to predicting Malaysian GNP per capita is considered.

History

Year of first publication

1996

Series

Department of Econometrics.

Usage metrics

    Categories

    No categories selected

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC