Abstract
To run the program ARAR, type ARAR↩. After entering the appropriate graphics code number you will see a brief introductory statement. The program is an adaptation of the ARARMA forecasting scheme of Newton and Parzen (see The Accuracy of Major Forecasting Procedures, ed. Makridakis et al., John Wiley, 1984, pp.267–287). The latter was found to perform extremely well in the forecasting competition of Makridakis, the results of which are described in the book. The ARARMA scheme has a further advantage over most standard forecasting techniques in being more readily automated.
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© 1991 Springer-Verlag New York, Inc.
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Brockwell, P.J., Davis, R.A., Hyndman, R.J. (1991). ARAR. In: ITSM: An Interactive Time Series Modelling Package for the PC. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3116-5_7
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DOI: https://doi.org/10.1007/978-1-4612-3116-5_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-97482-8
Online ISBN: 978-1-4612-3116-5
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