Time-series forecasting for some statistical models

Time-series forecasting (prediction) is one of the essential aims of `time-series analysis', which leads to the use of the mathematical model to predict future values based on the history of the time-series. In this paper, time-series analysis is discussed to derive meaningful statistics from the data. This study examines the prediction point and intervals of time-series for some models such as AR, MA and ARMA (p, q). The minimum mean square error forecast is also presented.