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A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting

✍ Scribed by Mestekemper, Thomas; Kauermann, Göran; Smith, Michael S.

Book ID
122006315
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
391 KB
Volume
29
Category
Article
ISSN
0169-2070

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## Abstract This paper uses the dynamic factor model framework, which accommodates a large cross‐section of macroeconomic time series, for forecasting regional house price inflation. In this study, we forecast house price inflation for five metropolitan areas of South Africa using principal compone