This paper compares the structure of three models for estimating future growth in a time series. It is shown that a regression model gives minimum weight to the last observed growth and maximum weight to the observed growth in the middle of the sample period. A first-order integrated ARIMA model, or
Forecasting with non-linear time series models
β Scribed by John Pemberton
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 134 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0304-4149
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