Comparison of univariate ARIMA, multivariate ARIMA and vector autoregression forecasting

A comparison of the forecasting abilities of univariate ARIMA, multivariate ARIMA, and VAR, and examination of whether series should be differenced before estimating models for forecasting purposes.

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Year of publication:	1986
Authors:	Bagshaw, Michael L.
Institutions:	Federal Reserve Bank of Cleveland
Subject:	Forecasting \| Time-series analysis

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Extent:	application/pdf
Series:	Working Paper.
Type of publication:	Book / Working Paper
Language:	French
Notes:	Number 8602
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005428407