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On forecasting cointegrated seasonal time series

Löf, Mårten; Franses, Philip Hans - In: International journal of forecasting 17 (2001) 4, pp. 607-621

Persistent link: https://www.econbiz.de/10001637765

On forecasting cointegrated seasonal time series

Löf, Mårten; Franses, Philip Hans - 2000

Persistent link: https://www.econbiz.de/10001445273

Chapter 13 Forecasting Seasonal Time Series

Ghysels, Eric; Osborn, Denise R.; Rodrigues, Paulo M.M. - 2006

linear analysis concludes with a discussion of the nature and implications of cointegration in the context of forecasting …

Persistent link: https://www.econbiz.de/10014023693

Predicting inflation rates of Nigeria using a seasonal Box-Jenkins model

Etuk, Ette Harrison - In: Journal of statistical and econometric methods 1 (2012) 3, pp. 27-36

Time series analysis of Nigerian monthly Inflation Rates (INFL) Data is done. It is observed that it is seasonal. Based on its autocorrelation structure as depicted by the correlogram, the multiplicative seasonal autoregressive integrated moving average (ARIMA) model, (1, 1, 0)x(0, 1, 1)12, is...

Persistent link: https://www.econbiz.de/10009769978