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Forecasting electricity demand using generalized long memory

✍ Scribed by Lacir Jorge Soares; Leonardo Rocha Souza


Book ID
113647850
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
364 KB
Volume
22
Category
Article
ISSN
0169-2070

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## Abstract Several studies have tested for long‐range dependence in macroeconomic and financial time series but very few have assessed the usefulness of long‐memory models as forecast‐generating mechanisms. This study tests for fractional differencing in the US monetary indices (simple sum and div