ISSN 1440-771X Australia Department of Econometrics and Business Statistics http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/ Time Series Forecasting: The Case for the Single Source of Error State Space J Keith Ord, Ralph D Snyder, Anne B Koehler, Rob J Hyndman and Mark Leeds J April 2005 Working Paper 7/05