Forecasting Chilean Industrial Production and Sales with Automated Procedures

This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate linear models perform about as well for almost every forecasting horizon

MoreLess

Year of publication:	2004-08-11
Authors:	CHUMACERO, ROMULO A.
Institutions:	Society for Computational Economics - SCE
Subject:	Forecasting \| Threshold \| Artificial Neural Networks \| Reality Check \| Bootstrap

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	Computing in Economics and Finance 2004.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series Computing in Economics and Finance 2004 Number 112
Classification:	C22 - Time-Series Models ; C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005345252