Some sample code is given and described. The data sets and programs can be downloaded from the Palgrave Macmillan web page The Gauss code given below is for illustrative purposes. It is not meant to illustrate good programming technique, or to be especially general. It is hoped that the sample code might encourage the reader to experiment, and some suggestions are given which may be taken up as simple exercises.


Data Generation Process Point Forecast Interval Forecast Forecast Density Monte Carlo Replication 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Michael P. Clements 2005

Authors and Affiliations

  • Michael P. Clements
    • 1
  1. 1.University of WarwickUK

Personalised recommendations