A comparison of different forecasting models of the international trade in India

We assess the out-of-sample forecasting performance of eight models on Indian real exports and imports. The results, in large part show only a slight increase or no clear increase in India's international trade. However, the results are very robust when comparing the predictions in terms of exports and imports. In both the cases, the ARIMA and ETS models perform better in terms of the accuracy fit.

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Year of publication:	2014-03-04
Authors:	Tiwari, Aviral Kumar ; Albulescu, Claudiu T ; Kyophilavong, Phouphet
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 34.2014, 1, p. 420-429
Publisher:	AccessEcon
Subject:	Trade \| Forecasting \| India \| Exponential smoothing \| Holt–Winters \| Box–Jenkins

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Extent:	application/pdf
Type of publication:	Article
Classification:	F1 - Trade ; C5 - Econometric Modeling
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010748235