Incorporating a Tracking Signal into State Space Models for Exponential Smoothing
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References listed on IDEAS
- Everette S. Gardner, Jr. & Ed. Mckenzie, 1985. "Forecasting Trends in Time Series," Management Science, INFORMS, vol. 31(10), pages 1237-1246, October.
- Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
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More about this item
Keywords
Forecasting; exponential smoothing; tracking signals.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-08-12 (Econometrics)
- NEP-ETS-2006-08-12 (Econometric Time Series)
- NEP-FOR-2006-08-12 (Forecasting)
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