When are direct multi-step and iterative forecasts identical?
Year of publication: |
2015
|
---|---|
Authors: | McElroy, Tucker |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 4, p. 315-336
|
Subject: | ARIMA models | econometric models | long-term forecasting | seasonality | spectral analysis | time series | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Saisonale Schwankungen | Seasonal variations | ARMA-Modell | ARMA model | Prognose | Forecast | Schätztheorie | Estimation theory |
-
Time series forecasting using a moving average model for extrapolation of number of tourist
Ivanovski, Zoran, (2018)
-
Forecasting Temperature Records in PEI, Canada
Khedhiri, Sami, (2016)
-
Nargunam, Rupel, (2021)
- More ...
-
A Review of Seasonal Adjustment Diagnostics
McElroy, Tucker, (2021)
-
Model identification via total Frobenius norm of multivariate spectra
McElroy, Tucker, (2021)
-
MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
McElroy, Tucker, (2008)
- More ...