improves the forecasting of the aggregated series compared to using the aggregated series alone. We used econometric techniques …-horizon Superior Predictive Ability (uSPA) tests, used to select the best forecasting model by combining different horizons. Our sample … forecasting horizons that are more than one month ahead using the mean square error, and the aggregated ETS has better forecasting …

several forecasting experiments. …

application Insights for Search. The forecasting performance of the new indicator is assessed relative to the two most common … Index. The results show that in almost all conducted in-sample and out-of-sample forecasting experiments the Google …

A forecasting model for unemployment is constructed that exploits the time-series properties of unemployment while … model clearly outperforms alternative forecasting procedures typically used to forecast unemployment. …

This paper compares the out-of-sample forecasting accuracy of time series models using the Root Mean Square, Mean … to December 2002. The forecasting sample (January 1996 – December 2002) is divided into four sub-periods. First, for … total forecasting sample, we find that MA(4)-ARCH(1) provides superior forecasts of unemployment rate. On the other hand …

macroeconomic variables, contains a forecasting and explicative power on consumption. By including consumer confidence in a … provides good forecasting results. …

Empirical assessments of the forecasting power of spatial panel data econometric models are still scarcely available … test different forecasting horizons, in order to investigate the speed of deterioration of forecasting quality. We compare … appears to diminish as the forecasting horizon widens, eventually leading the SF model to being preferred for more distant …