𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Modeling and forecasting interval time series with threshold models

✍ Scribed by Rodrigues, Paulo M. M.; Salish, Nazarii


Book ID
125373629
Publisher
Springer-Verlag
Year
2014
Tongue
English
Weight
460 KB
Volume
9
Category
Article
ISSN
1862-5347

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Forecasting models for interval-valued t
✍ AndrΓ© Luis S. Maia; Francisco de A.T. de Carvalho; Teresa B. Ludermir πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 322 KB
Forecasting growth with time series mode
✍ Daniel PeΓ±a πŸ“‚ Article πŸ“… 1995 πŸ› John Wiley and Sons 🌐 English βš– 485 KB πŸ‘ 1 views

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 the federal budget with time
✍ Hamid Baghestani; Robert McNown πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 768 KB

The stochastic properties of conventionally defined federal expenditures and revenues are examined, and cointegration is found. Alternative timeseries models-univariate ARIMA models, vector autoregressions in levels and differences, and an error correction model-are specified and estimated using qua