๐”– Bobbio Scriptorium
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Time Series Models for Business and Economic Forecastingby Philip Hans Franses

โœ Scribed by Review by: Hans Eggert Reimers


Book ID
125258154
Publisher
American Statistical Association
Year
2000
Tongue
English
Weight
610 KB
Volume
95
Category
Article
ISSN
0162-1459

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๐Ÿ“œ SIMILAR VOLUMES


Multi-step forecast error variances for
โœ Philip Hans Franses ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 642 KB

A periodically integrated (PI) time series process assumes that the stochastic trend can be removed using a seasonally varying differencing filter. In this paper the multi-step forecast error variances are derived for a quarterly PI time series when low-order periodic autoregressions adequately desc

On modeling panels of time series
โœ Philip Hans Franses ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 151 KB