Naive, ARIMA, nonparametric, transfer function and VAR models: a comparison of forecasting performance

Article Abstract:

The forecasting performances of a number of parametric and nonparametric models are examined. The analysis suggested that nonparametric models are attractive complements to parametric univariate models and that simple VAR models should be considered before attempting to fit transfer function models.

Computer integrated systems design, Analysis, Mathematical models, VAR, VARs (Value added resellers), Value-added resellers

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The M3-Competition and forecasting software

Article Abstract:

Commercial and other software programs test forecasts using expert systems, some applying algorithms to time series and selecting the best fit. To use software for the M3 study, thoughful sampling, forecasting method analysis, data hierarchies, prediction intervals, and adjustability are needed.

World, Forecasting, Economic forecasting, Business forecasting

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