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If \\(\\mu_1, \\dots,\\mu_n\\) are nonnegative numbers such that \\(\\sum \\mu_i=1\\), then \\(f_t=\\sum_{i=1}^n \\mu_i f_{it}\\) is a combined forecasting (CF) value. Define \\(e_{it}=y_t-f_{it}\\), \\(e_t=y_t-f_t\\), \\(E_{ij}=\\sum_{t=1}^m e_{it}e_{jt}\\), \\(J=\\sum_{t=1}^m e_t^2\\), \\(\\mu=(\\mu_1,\\dots,\\mu_n)'\\), \\({\\mathbf E}=(E_{ij})\\), \\({\\mathbf 1}=(1, \\dots,1)'\\). If \\({\\mathbf E}\\) is regular, then the minimal value \\(J^*\\) of \\(J\\) is reached when \\(\\mu=\\mu^* =({\\mathbf 1'}{\\mathbf E}^{-1}{\\mathbf 1})^{-1} {\\mathbf E}^{-1}{\\mathbf 1}\\). Let \\(\\lambda_1\\leq \\dots \\leq \\lambda_n\\) be eigenvalues of \\({\\mathbf E}\\). Then \\(n^{-1}\\lambda_1\\leq J^*\\leq n^{-1} \\lambda_n\\). Further the authors prove that \\(\\mu=\\mu_A= n^{-1}{\\mathbf 1}\\) is optimal iff \\({\\mathbf E}{\\mathbf 1}=C{\\mathbf 1}\\) where \\(C\\) is a constant. 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