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Statistische Prognoseverfahren

Weber, Harald - 1983

Persistent link: https://www.econbiz.de/10000078136

When are direct multi-step and iterative forecasts identical?

McElroy, Tucker - In: Journal of forecasting 34 (2015) 4, pp. 315-336

Persistent link: https://www.econbiz.de/10011305168

Seasonal ARIMA modelling of Nigerian monthly crude oil prices

Etuk, Ette H. - 2013

The time plot of the series NCOP reveals a peak in 2008 and a depression in early 2009. The overall trend is horizontal and no seasonality is obvious. Twelve-month differencing yields SDNCOP exhibiting still a peak in 2008 and a trough in 2009, the overall trend being slightly positive and...

Persistent link: https://www.econbiz.de/10009755691

Damped trend exponential smoothing : prediction and control

Sbrana, Giacomo - In: Journal of quantitative economics : official journal of … 10 (2012) 2, pp. 152-159

Persistent link: https://www.econbiz.de/10010338412

Tehran stock price modeling and forecasting using support vector regression (SVR) and its comparison with the classic model ARIMA

Hajibabaei, Saeed; Hajibabaei, Nematollah; Hosseini, … - In: Iranian economic review : journal of University of Tehran 18 (2014) 2, pp. 105-130

Persistent link: https://www.econbiz.de/10011455426

A critical assessment of the time-series literature in accounting pertaining to quarterly accounting numbers

Lorek, Kenneth S. - In: Advances in accounting : a research annual 30 (2014) 2, pp. 315-321

Persistent link: https://www.econbiz.de/10010474291

Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series

Kömm, Holger; Küsters, Ulrich - In: International journal of forecasting 31 (2015) 3, pp. 598-608

Persistent link: https://www.econbiz.de/10011474425

Distributed ARIMA models for ultra-long time series

Wang, Xiaoqian; Kang, Yanfei; Hyndman, Rob J.; Li, Feng - 2020

Persistent link: https://www.econbiz.de/10012610507

Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods

Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15

This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form. The trade of gold futures relates to seasons, festivity, and...

Persistent link: https://www.econbiz.de/10012617371

Analysts versus time-series forecasts of quarterly earnings : a maintained hypothesis revisited

Pagach, Donald P.; Warr, Richard S. - In: Advances in accounting : a research annual 51 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012483158