Chaitip, Prasert; Chaiboonsri, Chukiat - In: Annals of the University of Petrosani, Economics 9 (2009) 3, pp. 147-162
Econometric forecasting involves the application of statistical and mathematical models to forecast future economic developments. This study focuses on forecasting methods based on both X-12-ARIMA seasonal adjustment and an autoregressive fractionally integrated moving average (ARFIMA)....