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| Forecasting Process Details |
When a missing value is encountered at time t, the smoothed
values are updated using the error-correction form of the smoothing
equations with the one-step-ahead prediction error, et, set to
zero. The missing value is estimated using the one-step-ahead prediction
at time t-1, that is
(refer to Aldrin 1989).
The error-correction forms of each of the smoothing models are listed
in the following sections.
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