A time-distance criterion for evaluating forecasting models
Article Abstract:
It is useful to compare models in terms of time-distance in any modeling series with leading or lagging indicators. The formalization of the concept of time-distance in terms of various metrics and the investigation of their behavior are discussed.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2003
Models, Evaluation, Econometrics, Economic forecasting
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2003
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Long memory time series and short term forecasts
Article Abstract:
In making short term forecasts from long-term time series, an ARMA model is preferred.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2003
Methods, Usage, Consumer price indexes, Time-series analysis, Time series analysis
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2003
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Comparing forecasts of inflation using time distance
Article Abstract:
Four models for forecasting inflation are tested.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2003
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2003
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: United States, Forecasting, Forecasts and trends, Inflation (Finance), Market trend/market analysis, Inflation (Economics)
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