From the author of the bestselling "Analysis of Time Series, Fifth Edition, " this important book provides a comprehensive, up-to-date review of forecasting methods, ranging from ad-hoc to multivariate methods. The more important methods are compared in terms of their theoretical inter-relationships and their practical merits including empirical accuracy. The book also considers two other general forecasting topics that have been rather neglected hitherto: the computation of prediction intervals and the effect of model uncertainty on forecast accuracy.