I have a simple question. when we want to forecast a time series, we always focus on the value of series in future. But could we forecast time point of spesific value? For example I would like to forecast when the inflation rate will be 10.5%? Thanks...

  • 1
    $\begingroup$ if you search for threshold crossing in time series you may turn up some relevant links $\endgroup$ – Glen_b Jul 13 at 3:00
  • $\begingroup$ Thank you for advice. $\endgroup$ – Mehmet Jul 13 at 12:00
  • $\begingroup$ stats.stackexchange.com/questions/410806/… or simply search for threshold . This post did not come up when I searched for "threshold crossing" $\endgroup$ – IrishStat Jul 13 at 12:07
  • $\begingroup$ When I searched “threshold” I saw Threshold models in time series. I also study structural breaks and threshold autoregressive models in my PhD. 2 or 3 years ago, I asked this question a professor from UK. He gave me some keywords but I could not rememeber these. However, I remember non of them is about “threshold”. I guess, his advises about modelling time series with functions that includes variable time and some kind of statistical distribution about time? Of course my memories are not clear :( Thank you very much for reply. $\endgroup$ – Mehmet Jul 13 at 12:47

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.