Article ID: | iaor1994386 |
Country: | Netherlands |
Volume: | 9 |
Issue: | 1 |
Start Page Number: | 95 |
End Page Number: | 108 |
Publication Date: | Mar 1993 |
Journal: | International Journal of Forecasting |
Authors: | Alba Enrique de |
Keywords: | Bayesian forecasting |
A bayesian approach is used to derive constrained and unconstrained forecasts in an autoregressive time series model. Both are obtained by formulating an AR(