Bårdsen, Gunnar; Lütkepohl, Helmut - In: International Journal of Forecasting 27 (2011) 4, pp. 1108-1115
Sometimes forecasts of the original variable are of interest, even though a variable appears in logarithms (logs) in a system of time series. In that case, converting the forecast for the log of the variable to a naïve forecast of the original variable by simply applying the exponential...