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Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model

Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong - In: Economics letters 181 (2019), pp. 160-163

Persistent link: https://www.econbiz.de/10012121857

Short-run forecasting of core inflation in Ukraine : a combined ARMA approach

Krukovets, Dmytro; Verchenko, Olesia - In: Visnyk Nacionalʹnoho Banku Ukraïny (2019) 248, pp. 11-20

Persistent link: https://www.econbiz.de/10012216285

Mixed frequency models with MA components

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2018

Temporal aggregation in general introduces a moving average (MA) component in the aggregated model. A similar feature emerges when not all but only a few variables are aggregated, which generates a mixed frequency model. The MA component is generally neglected, likely to preserve the possibility...

Persistent link: https://www.econbiz.de/10011792277

Improving daily occupancy forecasting accuracy for hotels based on EEMD-ARIMA model

Zhang, Gaojun; Wu, Jinfeng; Pan, Bing; Li, Junyi; Ma, Minjie - In: Tourism economics : the business and finance of tourism … 23 (2017) 7, pp. 1496-1514

Persistent link: https://www.econbiz.de/10011772704

Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis

Charfeddine, Lanouar - In: Economic modelling 53 (2016), pp. 354-374

Persistent link: https://www.econbiz.de/10011641058

Comparative study on retail sales forecasting between single and combination methods

Aras, Serkan; Kocakoç, İpek Deveci; Polat, Cigdem - In: Journal of business economics and management 18 (2017) 5, pp. 803-832

Persistent link: https://www.econbiz.de/10011780985

Forecasting with ARMA models : a case study of the exchange rate between the US Dollar and a unit of the British Pound

Isiaka, Abdulaleem; Isiaka, Abdulqudus; Isiaka, Abdulqadir - 2021

Persistent link: https://www.econbiz.de/10012593861

The forecasting on the orice of Bitcoin with the application of seasonal ARIMA model

Lee, Yao Xian; Chen, Chih Cheng - In: The empirical economics letters : a monthly … 18 (2019) 10, pp. 1029-1039

Persistent link: https://www.econbiz.de/10012318565

Forecasting the demand of the aviation industry using hybrid time series SARIMA-SVR approach

Xu, Shuojiang; Chan, Hing Kai; Zhang, Tiantian - In: Transportation research / E : an international journal 122 (2019), pp. 169-180

Persistent link: https://www.econbiz.de/10011995052

Forecasting cash holding with cash deposit using time series approaches

Kobpongkit Navapan; Liu, Jianxu; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 501-510). 2017

Persistent link: https://www.econbiz.de/10011801810

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