A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods
Year of publication: |
2022
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Authors: | Ubilava, David |
Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Oxford : Blackwell, ISSN 1574-0862, ZDB-ID 1499675-3. - Vol. 53.2022, 5, p. 687-701
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Subject: | commodity prices | direct forecasts | iterated forecasts | multistep forecasts | smooth transition autoregression | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Rohstoffpreis | Commodity price | Prognose | Forecast | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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