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Should the matrix of that transformation have an inverse, the pair \\((Y_ t,V_ t)\\) is called invertible. Based on the decomposition procedure for stationary time series it is shown that a sufficient condition for the invertibility of the pair \\((Y_ t,V_ t)\\) is that \\(V_ t\\) be the first component of \\(Y_ t\\), i.e. \\(V_ t=V^ 1_ t\\). By the invertibility property \\(V^ 1_ t\\) can be used for forecasting, that is, predictions are made on \\(V^ 1_ t\\) which is then transformed into \\(Y_ t\\). Since the first component depends on a parameter \\(\\alpha\\), i.e. \\(V^ 1_ t=V^ 1_ t(\\alpha)\\), a procedure is proposed that allows us to find the optimal parameter value, \\(\\alpha =\\alpha_ 0\\). Thus, it is shown that better forecasting accuracy may result by fitting a simple autoregression to the first component \\(V^ 1_ t(\\alpha_ 0)\\), than if the process \\(Y_ t\\) were described by a more elaborate model. 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