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On forecasting economic time series data: a comparative study

✍ Scribed by Kumar, Kuldeep; Gill, Dilbagh S.


Book ID
127347255
Publisher
Informa UK (Taylor & Francis)
Year
1998
Weight
182 KB
Volume
19
Category
Article
ISSN
0252-2667

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## Abstract This paper examines the relative forecasting performance of multivariate time‐series analysis. One hundred consecutive monthly observations for three accounting series were obtained from a manufacturing division of a large corporation. Regression, univariate time‐series, transfer‐functi