Granger, C. W. J.; Newbold, P. Forecasting transformed series. (English) Zbl 0344.62076 J. R. Stat. Soc., Ser. B 38, 189-203 (1976). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 47 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M20 Inference from stochastic processes and prediction PDF BibTeX XML Cite \textit{C. W. J. Granger} and \textit{P. Newbold}, J. R. Stat. Soc., Ser. B 38, 189--203 (1976; Zbl 0344.62076) OpenURL