Forecasting Efficiency between State Space And ARIMA Models with Application
هيلاء انس عبد المجيد · IRAQI JOURNAL OF STATISTICAL SCIENCES · 2008
This research shows the forecasting using both of ARIMA and state space models. We firstly predict using ARIMA models, then we predict again after using ARIMA state space representation. We consider the MSE as a criterion to show the equivalent of procedures.