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
Performance of periodic time series models in forecasting
โ Scribed by Helmut Herwartz
- Publisher
- Springer-Verlag
- Year
- 1999
- Tongue
- English
- Weight
- 419 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0377-7332
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